+272.2%
QCOM vs BKNG
+217.3%
+54.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +4.9% | -10.7% | +15.6% | +9.7% |
| 30D | +9.3% | -18.1% | +27.4% | +18.3% |
| 3M | -7.0% | +8.5% | -15.5% | -12.0% |
| 6M | +32.0% | -0.1% | +32.1% | +28.1% |
| YTD | +5.0% | -18.2% | +23.3% | +11.1% |
| 1Y | +13.6% | -19.9% | +33.5% | +20.9% |
| 3Y | +77.6% | +41.6% | +36.0% | +44.4% |
| 5Y | +38.2% | +93.1% | -54.9% | -4.5% |
| All | +272.2% | +217.3% | +54.9% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling