+39.7%
QCOM vs BBAI
-70.8%
+110.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | -1.0% | +6.1% | +5.1% |
| 30D | +4.3% | -10.7% | +15.0% | +4.6% |
| 3M | -19.6% | -32.3% | +12.6% | -18.7% |
| 6M | +29.5% | -31.3% | +60.8% | +30.8% |
| YTD | +3.4% | -45.9% | +49.3% | +5.0% |
| 1Y | +10.9% | -40.0% | +50.9% | +12.0% |
| 3Y | +74.8% | +72.8% | +2.0% | +68.4% |
| 5Y | +36.2% | -70.4% | +106.5% | +29.7% |
| All | +39.7% | -70.8% | +110.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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