+75.8%
QCOM vs BRKR
-11.8%
+87.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | -8.7% | +16.5% | +9.9% |
| 30D | +12.2% | -9.9% | +22.1% | +14.6% |
| 3M | -9.9% | -3.1% | -6.8% | -11.5% |
| 6M | +36.9% | +45.5% | -8.6% | +20.7% |
| YTD | +8.0% | +13.7% | -5.6% | +0.5% |
| 1Y | +15.0% | +67.4% | -52.4% | -2.9% |
| 3Y | +75.8% | -13.2% | +89.0% | +62.3% |
| All | +75.8% | -11.8% | +87.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling