+272.2%
QCOM vs BAX
-37.2%
+309.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +4.9% | -5.4% | +10.4% | +6.7% |
| 30D | +9.3% | -12.4% | +21.7% | +13.8% |
| 3M | -7.0% | +19.1% | -26.1% | -13.0% |
| 6M | +32.0% | +38.6% | -6.6% | +16.5% |
| YTD | +5.0% | +26.7% | -21.7% | -5.6% |
| 1Y | +13.6% | +1.0% | +12.6% | +9.8% |
| 3Y | +77.6% | -33.9% | +111.5% | +92.5% |
| 5Y | +38.2% | -67.0% | +105.2% | +92.8% |
| All | +272.2% | -37.2% | +309.3% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling