+19.7%
QCOM vs BAH
+8.7%
+11.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +2.0% | -1.6% | +3.5% | +2.1% |
| 30D | +1.2% | +18.0% | -16.8% | -1.0% |
| 3M | +9.1% | +11.4% | -2.3% | +7.5% |
| 6M | -25.0% | +17.7% | -42.7% | -26.9% |
| YTD | +4.8% | +5.4% | -0.5% | +3.4% |
| 1Y | +3.6% | +2.8% | +0.9% | +2.6% |
| 3Y | +51.5% | -26.7% | +78.1% | +53.2% |
| 5Y | +19.7% | +8.1% | +11.7% | +2.5% |
| All | +19.7% | +8.7% | +11.0% | +2.5% |
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