+11,849.3%
QCOM vs BWA
+3,492.4%
+8,356.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | +3.3% | +5.7% | -2.3% | +1.1% |
| 30D | +7.7% | +1.4% | +6.3% | +6.9% |
| 3M | -30.1% | -12.1% | -18.0% | -26.4% |
| 6M | +22.8% | +28.6% | -5.7% | +11.5% |
| YTD | +0.2% | +51.1% | -50.9% | -15.9% |
| 1Y | +7.9% | +55.9% | -48.0% | -10.8% |
| 3Y | +55.8% | +70.1% | -14.3% | +22.1% |
| 5Y | +30.1% | +90.7% | -60.6% | -3.2% |
| 10Y | +248.9% | +154.0% | +94.9% | +118.3% |
| All | +11,849.3% | +3,492.4% | +8,356.9% | +2,076.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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