+7.9%
QCOM vs BX
-15.8%
+23.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +3.3% | -4.4% | +7.7% | +4.8% |
| 30D | +7.7% | +0.1% | +7.6% | +7.5% |
| 3M | -30.1% | +16.0% | -46.1% | -33.4% |
| 6M | +22.8% | +21.6% | +1.2% | +14.2% |
| YTD | +0.2% | -8.9% | +9.1% | +4.8% |
| 1Y | +7.9% | -16.6% | +24.5% | +12.8% |
| All | +7.9% | -15.8% | +23.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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