+49,194.2%
QCOM vs BMY
+1,068.7%
+48,125.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -6.6% | +4.1% | -10.7% | -8.1% |
| 3M | +3.7% | -2.1% | +5.8% | +3.9% |
| 6M | -13.3% | +12.2% | -25.5% | -17.8% |
| YTD | -1.8% | +20.3% | -22.1% | -9.4% |
| 1Y | -2.5% | +39.2% | -41.7% | -14.8% |
| 3Y | +47.0% | +35.6% | +11.4% | +25.6% |
| 5Y | +13.1% | +28.6% | -15.4% | -3.1% |
| 10Y | +224.7% | +73.9% | +150.8% | +141.4% |
| All | +49,194.2% | +1,068.7% | +48,125.5% | +14,879.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling