+3,459.0%
QCOM vs BKNG
+993.0%
+2,466.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -6.0% | +9.3% | +4.6% |
| 30D | +7.7% | -6.6% | +14.3% | +9.2% |
| 3M | -30.1% | +15.7% | -45.8% | -32.5% |
| 6M | +22.8% | +14.1% | +8.7% | +18.1% |
| YTD | +0.2% | -9.3% | +9.5% | +1.0% |
| 1Y | +7.9% | -12.8% | +20.6% | +9.5% |
| 3Y | +55.8% | +58.4% | -2.6% | +40.1% |
| 5Y | +30.1% | +114.1% | -84.1% | +9.5% |
| 10Y | +248.9% | +246.8% | +2.1% | +163.5% |
| All | +3,459.0% | +993.0% | +2,466.0% | +1,197.6% |
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 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