+38.9%
QCOM vs BKNG
+92.0%
-53.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +3.0% |
| 7D | +4.4% | -13.1% | +17.5% | +10.5% |
| 30D | +9.4% | -18.5% | +27.9% | +18.9% |
| 3M | -13.7% | +5.8% | -19.4% | -17.8% |
| 6M | +28.9% | -2.1% | +31.0% | +25.8% |
| YTD | +4.7% | -18.6% | +23.4% | +12.0% |
| 1Y | +13.5% | -21.7% | +35.2% | +23.4% |
| 3Y | +77.1% | +40.9% | +36.2% | +38.7% |
| 5Y | +38.9% | +91.0% | -52.1% | -9.9% |
| All | +38.9% | +92.0% | -53.1% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling