+50,186.6%
QCOM vs BAX
+524.6%
+49,662.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +3.3% | -1.1% | +4.5% | +3.7% |
| 30D | +7.7% | -5.5% | +13.2% | +9.5% |
| 3M | -30.1% | +33.5% | -63.6% | -36.9% |
| 6M | +22.8% | +35.9% | -13.0% | +9.7% |
| YTD | +0.2% | +35.4% | -35.2% | -11.2% |
| 1Y | +7.9% | +9.8% | -1.9% | +1.5% |
| 3Y | +55.8% | -32.7% | +88.6% | +66.8% |
| 5Y | +30.1% | -65.6% | +95.6% | +69.7% |
| 10Y | +248.9% | -34.9% | +283.8% | +265.2% |
| All | +50,186.6% | +524.6% | +49,662.0% | +26,882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling