+47.0%
QCOM vs BAX
-19.9%
+66.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +0.4% | +12.1% | -11.8% | -2.1% |
| 30D | -6.6% | +7.6% | -14.2% | -8.2% |
| 3M | +3.7% | -4.5% | +8.2% | +4.6% |
| 6M | -13.3% | +52.0% | -65.3% | -23.2% |
| YTD | -1.8% | +35.1% | -36.9% | -11.3% |
| 1Y | -2.5% | +43.7% | -46.2% | -13.7% |
| 3Y | +47.0% | -20.9% | +67.9% | +48.1% |
| All | +47.0% | -19.9% | +66.9% | +48.1% |
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