+2.3%
QCOM vs BIYA
-98.4%
+100.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.3% | +8.6% | +5.3% |
| 7D | -5.3% | -4.0% | -1.3% | -5.3% |
| 30D | -4.2% | -15.0% | +10.8% | -4.2% |
| 3M | +7.0% | -58.1% | +65.1% | +7.6% |
| 6M | +3.8% | -90.0% | +93.8% | +2.3% |
| YTD | +2.8% | -96.9% | +99.8% | +2.2% |
| 1Y | +2.3% | -98.2% | +100.5% | +1.2% |
| All | +2.3% | -98.4% | +100.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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