+13.6%
QCOM vs BIYA
-99.9%
+113.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | +9.0% | -4.7% | +4.2% |
| 30D | -0.1% | -12.9% | +12.9% | 0.0% |
| 3M | +5.2% | -54.7% | +59.9% | +5.9% |
| 6M | -18.4% | -85.1% | +66.7% | -19.1% |
| YTD | +2.4% | -96.9% | +99.3% | +2.7% |
| 1Y | +0.9% | -98.5% | +99.4% | +1.9% |
| All | +13.6% | -99.9% | +113.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling