+272.2%
QCOM vs BKR
+126.6%
+145.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +2.3% |
| 7D | +4.9% | -6.7% | +11.6% | +7.0% |
| 30D | +9.3% | -8.3% | +17.7% | +12.1% |
| 3M | -7.0% | -5.4% | -1.6% | -5.7% |
| 6M | +32.0% | +0.8% | +31.2% | +31.4% |
| YTD | +5.0% | +31.8% | -26.8% | -3.5% |
| 1Y | +13.6% | +28.6% | -15.0% | +4.9% |
| 3Y | +77.6% | +71.2% | +6.3% | +49.7% |
| 5Y | +38.2% | +179.2% | -141.0% | -0.9% |
| All | +272.2% | +126.6% | +145.6% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling