+52.1%
QCOM vs BX
+36.8%
+15.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +1.9% |
| 7D | +5.8% | +3.3% | +2.5% | +4.4% |
| 30D | -2.3% | +9.6% | -11.9% | -6.4% |
| 3M | +2.7% | -8.7% | +11.4% | +6.5% |
| 6M | -21.0% | +2.2% | -23.2% | -23.0% |
| YTD | +1.8% | -16.2% | +18.0% | +9.3% |
| 1Y | +2.4% | -11.5% | +13.9% | +6.7% |
| 3Y | +52.1% | +41.0% | +11.1% | +21.6% |
| All | +52.1% | +36.8% | +15.4% | +21.6% |
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 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