+70.9%
QCOM vs BNY
+286.9%
-215.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | +4.9% | -1.1% | +6.0% | +5.6% |
| 30D | +9.3% | +1.4% | +7.9% | +8.2% |
| 3M | -7.0% | +16.8% | -23.8% | -16.3% |
| 6M | +32.0% | +42.0% | -10.0% | +3.9% |
| YTD | +5.0% | +41.9% | -36.9% | -17.9% |
| 1Y | +13.6% | +59.2% | -45.6% | -18.2% |
| All | +70.9% | +286.9% | -215.9% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling