+14.7%
QCOM vs BIYA
-99.8%
+114.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | +2.7% | +2.3% | +5.0% |
| 30D | +4.3% | -18.7% | +23.0% | +4.5% |
| 3M | -19.6% | -72.0% | +52.4% | -19.8% |
| 6M | +29.5% | -86.4% | +115.9% | +28.6% |
| YTD | +3.4% | -94.2% | +97.5% | +3.2% |
| 1Y | +10.9% | -98.4% | +109.3% | +13.2% |
| All | +14.7% | -99.8% | +114.4% | +17.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling