+47.0%
QCOM vs BMY
+34.7%
+12.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -6.6% | +4.1% | -10.7% | -6.8% |
| 3M | +3.7% | -2.1% | +5.8% | +3.8% |
| 6M | -13.3% | +12.2% | -25.5% | -14.2% |
| YTD | -1.8% | +20.3% | -22.1% | -3.4% |
| 1Y | -2.5% | +39.2% | -41.7% | -5.5% |
| 3Y | +47.0% | +35.6% | +11.4% | +54.2% |
| All | +47.0% | +34.7% | +12.3% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling