+2.3%
QCOM vs BKR
+5.7%
-3.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.5% | +10.9% | +7.2% |
| 7D | -5.3% | -8.8% | +3.4% | -2.4% |
| 30D | -4.2% | -13.1% | +8.9% | +0.4% |
| 3M | +7.0% | -18.9% | +26.0% | +15.0% |
| 6M | +3.8% | -27.2% | +31.0% | +16.4% |
| YTD | +2.8% | +10.7% | -7.9% | +0.2% |
| 1Y | +2.3% | +9.7% | -7.4% | -1.9% |
| All | +2.3% | +5.7% | -3.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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