+271.2%
QCOM vs BAX
-36.6%
+307.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | +4.4% | -5.1% | +9.5% | +6.0% |
| 30D | +9.4% | -12.2% | +21.5% | +13.7% |
| 3M | -13.7% | +21.8% | -35.5% | -19.9% |
| 6M | +28.9% | +36.3% | -7.4% | +14.4% |
| YTD | +4.7% | +27.8% | -23.1% | -6.1% |
| 1Y | +13.5% | -0.1% | +13.5% | +10.1% |
| 3Y | +77.1% | -33.3% | +110.4% | +91.5% |
| 5Y | +38.9% | -67.1% | +106.0% | +94.0% |
| All | +271.2% | -36.6% | +307.8% | +305.5% |
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