+19.8%
QCOM vs BIYA
-99.8%
+119.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +2.9% |
| 7D | +7.8% | -1.8% | +9.6% | +7.9% |
| 30D | +12.2% | -17.5% | +29.7% | +12.4% |
| 3M | -9.9% | -78.0% | +68.2% | -9.4% |
| 6M | +36.9% | -89.5% | +126.4% | +36.2% |
| YTD | +8.0% | -94.3% | +102.3% | +7.9% |
| 1Y | +15.0% | -98.6% | +113.6% | +17.8% |
| All | +19.8% | -99.8% | +119.6% | +22.7% |
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