+281.8%
QCOM vs BDX
+56.2%
+225.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +4.4% | -3.6% | +7.9% | +5.7% |
| 30D | +9.4% | +0.7% | +8.7% | +9.0% |
| 3M | -13.7% | +19.0% | -32.6% | -19.7% |
| 6M | +28.9% | +10.8% | +18.1% | +22.7% |
| YTD | +4.7% | +20.1% | -15.4% | -3.9% |
| 1Y | +13.5% | +23.1% | -9.6% | +3.0% |
| 3Y | +77.1% | -8.8% | +85.9% | +78.8% |
| 5Y | +38.9% | -1.4% | +40.3% | +34.3% |
| 10Y | +281.8% | +60.5% | +221.3% | +201.4% |
| All | +281.8% | +56.2% | +225.6% | +201.4% |
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