+2.3%
QCOM vs BX
-8.3%
+10.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.2% | -0.9% | +3.4% |
| 7D | -5.3% | +8.3% | -13.6% | -7.6% |
| 30D | -4.2% | +13.5% | -17.7% | -8.0% |
| 3M | +7.0% | -7.6% | +14.6% | +9.3% |
| 6M | +3.8% | +4.0% | -0.2% | +2.4% |
| YTD | +2.8% | -15.2% | +18.0% | +10.6% |
| 1Y | +2.3% | -8.5% | +10.8% | +4.7% |
| All | +2.3% | -8.3% | +10.6% | +4.7% |
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