+3.6%
QCOM vs BX
-12.1%
+15.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.0% | -2.8% | +4.8% | +3.0% |
| 30D | +1.2% | +7.3% | -6.1% | -0.9% |
| 3M | +9.1% | -16.3% | +25.4% | +15.2% |
| 6M | -25.0% | +2.5% | -27.5% | -25.6% |
| YTD | +4.8% | -17.6% | +22.4% | +13.9% |
| 1Y | +3.6% | -12.4% | +16.0% | +8.6% |
| All | +3.6% | -12.1% | +15.7% | +8.6% |
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