+52.4%
QCOM vs BAX
-18.2%
+70.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +13.0% | +0.4% | +12.7% | +12.9% |
| 30D | +0.2% | +3.4% | -3.3% | -0.7% |
| 3M | +9.2% | -4.5% | +13.7% | +10.2% |
| 6M | -15.0% | +44.0% | -59.0% | -23.5% |
| YTD | +5.2% | +34.9% | -29.7% | -5.0% |
| 1Y | +2.4% | +37.9% | -35.6% | -8.3% |
| All | +52.4% | -18.2% | +70.6% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling