+548.1%
QCOM vs BX
+829.1%
-281.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +9.1% | -16.3% | +25.4% | +15.3% |
| 6M | -25.0% | +2.5% | -27.5% | -26.4% |
| YTD | +4.8% | -17.6% | +22.4% | +10.1% |
| 1Y | +3.6% | -12.4% | +16.0% | +6.5% |
| 3Y | +51.5% | +36.2% | +15.3% | +34.2% |
| 5Y | +19.7% | +3.0% | +16.7% | +13.1% |
| 10Y | +245.8% | +680.0% | -434.2% | +87.3% |
| All | +548.1% | +829.1% | -281.0% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling