+12.9%
QCOM vs BIYA
-99.9%
+112.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.6% |
| 7D | +5.8% | -7.8% | +13.6% | +5.9% |
| 30D | -2.3% | -38.5% | +36.2% | -1.8% |
| 3M | +2.7% | -59.5% | +62.2% | +3.5% |
| 6M | -21.0% | -89.2% | +68.2% | -21.6% |
| YTD | +1.8% | -97.1% | +98.9% | +2.2% |
| 1Y | +2.4% | -99.0% | +101.4% | +3.7% |
| All | +12.9% | -99.9% | +112.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling