+16.3%
QCOM vs BIYA
-99.9%
+116.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.7% |
| 7D | +2.0% | +2.5% | -0.6% | +1.9% |
| 30D | +1.2% | -22.3% | +23.5% | +1.5% |
| 3M | +9.1% | -54.8% | +63.9% | +9.8% |
| 6M | -25.0% | -86.5% | +61.5% | -25.6% |
| YTD | +4.8% | -96.8% | +101.7% | +5.2% |
| 1Y | +3.6% | -98.6% | +102.2% | +4.6% |
| All | +16.3% | -99.9% | +116.2% | +19.6% |
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