+242.6%
QCOM vs BDX
+95.1%
+147.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +4.3% | +2.9% | +1.4% | +3.2% |
| 30D | -0.1% | +15.4% | -15.5% | -5.4% |
| 3M | +5.2% | +20.5% | -15.3% | -2.1% |
| 6M | -18.4% | +53.2% | -71.5% | -31.3% |
| YTD | +2.4% | +45.7% | -43.3% | -12.7% |
| 1Y | +0.9% | +47.3% | -46.4% | -14.4% |
| 3Y | +48.4% | +25.1% | +23.3% | +32.8% |
| 5Y | +16.6% | +27.4% | -10.9% | +2.2% |
| All | +242.6% | +95.1% | +147.5% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling