+281.8%
QCOM vs BX
+655.5%
-373.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +3.1% |
| 7D | +4.4% | -5.7% | +10.0% | +7.2% |
| 30D | +9.4% | -8.9% | +18.3% | +14.1% |
| 3M | -13.7% | +8.4% | -22.1% | -17.7% |
| 6M | +28.9% | +18.9% | +10.0% | +15.8% |
| YTD | +4.7% | -13.6% | +18.4% | +10.1% |
| 1Y | +13.5% | -22.4% | +35.9% | +25.4% |
| 3Y | +77.1% | +26.0% | +51.1% | +48.6% |
| 5Y | +38.9% | +18.8% | +20.1% | +14.3% |
| 10Y | +281.8% | +668.7% | -387.0% | +55.4% |
| All | +281.8% | +655.5% | -373.7% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling