+30.9%
QCOM vs BAH
-3.4%
+34.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +3.3% | -3.2% | +6.6% | +3.7% |
| 30D | +7.7% | +2.0% | +5.7% | +7.4% |
| 3M | -30.1% | -7.6% | -22.4% | -29.2% |
| 6M | +22.8% | -5.7% | +28.5% | +23.2% |
| YTD | +0.2% | -11.7% | +11.9% | +1.2% |
| 1Y | +7.9% | -27.4% | +35.2% | +12.7% |
| 3Y | +55.8% | -32.5% | +88.4% | +56.6% |
| All | +30.9% | -3.4% | +34.3% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling