+242.8%
QCOM vs BAH
+210.6%
+32.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +5.5% | +0.5% | +5.1% | +5.3% |
| 30D | -1.1% | +18.2% | -19.4% | -5.0% |
| 3M | +7.6% | +13.1% | -5.5% | +4.2% |
| 6M | -20.1% | +15.2% | -35.3% | -23.6% |
| YTD | +3.0% | +6.0% | -3.0% | -0.5% |
| 1Y | +3.2% | +3.1% | +0.1% | +0.3% |
| 3Y | +48.9% | -26.2% | +75.1% | +51.8% |
| 5Y | +21.1% | +9.3% | +11.7% | +4.8% |
| 10Y | +242.8% | +212.3% | +30.5% | +104.3% |
| All | +242.8% | +210.6% | +32.2% | +104.3% |
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