+2.3%
QCOM vs BKNG
-13.7%
+16.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.8% | -4.5% | +4.4% |
| 7D | -5.3% | +15.6% | -20.9% | -6.4% |
| 30D | -4.2% | +8.0% | -12.2% | -5.0% |
| 3M | +7.0% | -11.8% | +18.8% | +7.3% |
| 6M | +3.8% | +3.8% | 0.0% | +1.0% |
| YTD | +2.8% | -19.6% | +22.4% | +10.7% |
| 1Y | +2.3% | -13.6% | +15.9% | +6.6% |
| All | +2.3% | -13.7% | +16.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling