+245.8%
QCOM vs BAX
-35.7%
+281.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | +1.2% | +6.3% | -5.1% | -0.8% |
| 3M | +9.1% | -4.6% | +13.7% | +10.4% |
| 6M | -25.0% | +50.4% | -75.4% | -35.5% |
| YTD | +4.8% | +38.0% | -33.2% | -8.5% |
| 1Y | +3.6% | +44.6% | -41.0% | -11.3% |
| 3Y | +51.5% | -15.1% | +66.6% | +50.6% |
| 5Y | +19.7% | -63.3% | +83.0% | +62.4% |
| 10Y | +245.8% | -34.4% | +280.2% | +240.8% |
| All | +245.8% | -35.7% | +281.5% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling