+7.9%
QCOM vs BDX
+27.3%
-19.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +3.3% | -2.5% | +5.9% | +3.3% |
| 30D | +7.7% | +8.3% | -0.6% | +7.8% |
| 3M | -30.1% | +24.4% | -54.5% | -30.0% |
| 6M | +22.8% | +9.2% | +13.7% | +29.1% |
| YTD | +0.2% | +22.7% | -22.5% | -0.8% |
| 1Y | +7.9% | +25.9% | -18.0% | +7.4% |
| All | +7.9% | +27.3% | -19.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling