+3,537.7%
QCOM vs BKNG
+804.6%
+2,733.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | +4.3% | -0.7% | +4.9% | +4.4% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +5.2% | -25.0% | +30.2% | +11.2% |
| 6M | -18.4% | +3.4% | -21.8% | -19.7% |
| YTD | +2.4% | -25.0% | +27.4% | +6.9% |
| 1Y | +0.9% | -20.7% | +21.6% | +4.1% |
| 3Y | +48.4% | +30.9% | +17.5% | +38.2% |
| 5Y | +16.6% | +66.6% | -50.0% | +3.0% |
| 10Y | +237.8% | +165.1% | +72.7% | +168.2% |
| All | +3,537.7% | +804.6% | +2,733.2% | +1,274.1% |
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