+419.1%
QCOM vs BAH
+1,056.2%
-637.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +10.0% | +6.5% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | -6.6% | +24.3% | -30.9% | -11.6% |
| 3M | +3.7% | +16.3% | -12.6% | -0.4% |
| 6M | -13.3% | +13.6% | -26.9% | -17.2% |
| YTD | -1.8% | +3.5% | -5.3% | -4.9% |
| 1Y | -2.5% | +2.7% | -5.2% | -5.6% |
| 3Y | +47.0% | -26.6% | +73.5% | +49.9% |
| 5Y | +13.1% | +8.5% | +4.6% | +1.0% |
| 10Y | +224.7% | +225.1% | -0.4% | +111.8% |
| All | +419.1% | +1,056.2% | -637.1% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling