+11.1%
QCOM vs BIYA
-99.8%
+110.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.3% |
| 30D | +7.7% | -21.0% | +28.7% | +8.0% |
| 3M | -30.1% | -74.3% | +44.3% | -30.1% |
| 6M | +22.8% | -84.6% | +107.5% | +21.9% |
| YTD | +0.2% | -94.2% | +94.4% | 0.0% |
| 1Y | +7.9% | -98.2% | +106.1% | +9.7% |
| All | +11.1% | -99.8% | +110.9% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling