+52,689.9%
QCOM vs BDX
+6,233.2%
+46,456.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | +13.0% | +1.0% | +12.0% | +12.6% |
| 30D | +0.2% | +15.1% | -15.0% | -5.0% |
| 3M | +9.2% | +18.2% | -9.0% | +2.4% |
| 6M | -15.0% | +48.1% | -63.1% | -27.3% |
| YTD | +5.2% | +44.1% | -39.0% | -9.8% |
| 1Y | +2.4% | +46.4% | -44.0% | -12.7% |
| 3Y | +52.0% | +24.4% | +27.6% | +36.3% |
| 5Y | +19.7% | +26.1% | -6.4% | +5.7% |
| 10Y | +246.9% | +93.3% | +153.6% | +154.0% |
| All | +52,689.9% | +6,233.2% | +46,456.7% | +9,478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling