+14.1%
QCOM vs BKR
+126.3%
-112.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | +4.3% | +3.8% | +0.5% | +2.9% |
| 30D | -0.1% | -10.3% | +10.2% | +3.3% |
| 3M | +5.2% | -21.7% | +26.9% | +14.0% |
| 6M | -18.4% | -23.8% | +5.4% | -10.7% |
| YTD | +2.4% | +10.3% | -7.9% | -1.6% |
| 1Y | +0.9% | +5.7% | -4.8% | -1.8% |
| 3Y | +48.4% | +52.6% | -4.2% | +27.8% |
| All | +14.1% | +126.3% | -112.1% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling