+2.3%
QCOM vs BNY
+45.2%
-42.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +4.3% |
| 7D | -5.3% | +2.8% | -8.1% | -6.4% |
| 30D | -4.2% | +6.7% | -10.9% | -6.6% |
| 3M | +7.0% | -2.2% | +9.2% | +7.0% |
| 6M | +3.8% | +16.8% | -13.0% | -5.2% |
| YTD | +2.8% | +33.9% | -31.0% | -15.3% |
| 1Y | +2.3% | +43.9% | -41.6% | -22.1% |
| All | +2.3% | +45.2% | -42.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling