+74.8%
QCOM vs BX
+34.2%
+40.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.9% |
| 7D | +5.1% | -2.0% | +7.0% | +6.0% |
| 30D | +4.3% | -2.3% | +6.6% | +5.1% |
| 3M | -19.6% | +18.5% | -38.1% | -26.3% |
| 6M | +29.5% | +23.7% | +5.8% | +15.1% |
| YTD | +3.4% | -10.4% | +13.7% | +7.7% |
| 1Y | +10.9% | -19.6% | +30.5% | +21.4% |
| 3Y | +74.8% | +30.8% | +44.0% | +44.9% |
| All | +74.8% | +34.2% | +40.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling