+0.9%
QCOM vs BAH
+5.1%
-4.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.7% |
| 7D | +4.3% | +1.7% | +2.6% | +4.4% |
| 30D | -0.1% | +20.8% | -20.9% | +0.5% |
| 3M | +5.2% | +11.6% | -6.3% | +5.7% |
| 6M | -18.4% | +23.1% | -41.5% | -17.3% |
| YTD | +2.4% | +5.3% | -2.9% | +3.4% |
| 1Y | +0.9% | +6.1% | -5.2% | +1.4% |
| All | +0.9% | +5.1% | -4.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling