+230.9%
QCOM vs BMY
+60.5%
+170.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +5.8% | -1.4% | +7.2% | +6.2% |
| 30D | -2.3% | +5.1% | -7.4% | -3.7% |
| 3M | +2.7% | -3.0% | +5.7% | +3.1% |
| 6M | -21.0% | +13.1% | -34.1% | -24.2% |
| YTD | +1.8% | +20.3% | -18.5% | -4.2% |
| 1Y | +2.4% | +39.0% | -36.6% | -7.6% |
| 3Y | +52.1% | +42.0% | +10.1% | +33.6% |
| 5Y | +14.6% | +28.5% | -13.9% | +2.1% |
| 10Y | +230.9% | +57.5% | +173.4% | +175.1% |
| All | +230.9% | +60.5% | +170.4% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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