+48.4%
QCOM vs BMY
+44.8%
+3.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | +4.3% | +2.1% | +2.2% | +4.1% |
| 30D | -0.1% | +7.0% | -7.1% | -0.5% |
| 3M | +5.2% | -0.9% | +6.1% | +5.3% |
| 6M | -18.4% | +14.9% | -33.3% | -19.3% |
| YTD | +2.4% | +22.8% | -20.4% | +0.6% |
| 1Y | +0.9% | +36.2% | -35.3% | -1.9% |
| 3Y | +48.4% | +45.7% | +2.7% | +53.8% |
| All | +48.4% | +44.8% | +3.6% | +53.8% |
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