+242.6%
QCOM vs BAH
+198.8%
+43.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | -0.1% | +20.8% | -20.9% | -4.5% |
| 3M | +5.2% | +11.6% | -6.3% | +2.2% |
| 6M | -18.4% | +23.1% | -41.5% | -23.2% |
| YTD | +2.4% | +5.3% | -2.9% | -1.0% |
| 1Y | +0.9% | +6.1% | -5.2% | -2.8% |
| 3Y | +48.4% | -27.5% | +75.9% | +52.2% |
| 5Y | +16.6% | +6.2% | +10.4% | +1.9% |
| All | +242.6% | +198.8% | +43.9% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling