+30.9%
QCOM vs BMY
+25.3%
+5.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +3.3% | +0.4% | +3.0% | +3.3% |
| 30D | +7.7% | +5.0% | +2.7% | +7.2% |
| 3M | -30.1% | +19.4% | -49.4% | -31.2% |
| 6M | +22.8% | +9.5% | +13.3% | +21.9% |
| YTD | +0.2% | +28.1% | -27.9% | -2.3% |
| 1Y | +7.9% | +50.0% | -42.1% | +3.4% |
| 3Y | +55.8% | +24.1% | +31.8% | +56.3% |
| All | +30.9% | +25.3% | +5.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling