+263.7%
QCOM vs BMY
+62.5%
+201.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +4.0% |
| 7D | +5.1% | -3.3% | +8.4% | +5.9% |
| 30D | +4.3% | 0.0% | +4.3% | +4.2% |
| 3M | -19.6% | +17.7% | -37.3% | -23.3% |
| 6M | +29.5% | +9.6% | +19.8% | +25.8% |
| YTD | +3.4% | +24.0% | -20.6% | -3.2% |
| 1Y | +10.9% | +45.1% | -34.2% | -0.9% |
| 3Y | +74.8% | +22.5% | +52.3% | +62.5% |
| 5Y | +36.2% | +22.3% | +13.9% | +24.8% |
| 10Y | +263.7% | +62.0% | +201.8% | +197.1% |
| All | +263.7% | +62.5% | +201.3% | +197.1% |
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