+36.2%
QCOM vs BDX
-1.5%
+37.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.2% | +4.2% |
| 7D | +5.1% | -4.3% | +9.3% | +6.5% |
| 30D | +4.3% | +1.3% | +3.0% | +3.7% |
| 3M | -19.6% | +20.2% | -39.9% | -25.1% |
| 6M | +29.5% | +8.6% | +20.9% | +25.2% |
| YTD | +3.4% | +19.0% | -15.6% | -4.2% |
| 1Y | +10.9% | +21.2% | -10.3% | +1.9% |
| 3Y | +74.8% | -9.7% | +84.5% | +77.8% |
| 5Y | +36.2% | -3.4% | +39.6% | +33.0% |
| All | +36.2% | -1.5% | +37.7% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling