+441.7%
IBM vs BKNG
+919.5%
-477.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.4% |
| 7D | +0.3% | -7.9% | +8.2% | +1.3% |
| 30D | -1.5% | -15.9% | +14.4% | +0.6% |
| 3M | -16.8% | +11.1% | -27.9% | -18.0% |
| 6M | -9.0% | -0.7% | -8.3% | -9.2% |
| YTD | -20.1% | -15.4% | -4.6% | -18.6% |
| 1Y | -7.0% | -18.5% | +11.5% | -5.0% |
| 3Y | +72.4% | +46.5% | +25.9% | +63.5% |
| 5Y | +112.0% | +98.8% | +13.2% | +91.4% |
| 10Y | +131.6% | +218.4% | -86.8% | +96.0% |
| All | +441.7% | +919.5% | -477.8% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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