+39.3%
QCOM vs BURL
+89.8%
-50.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.5% | -8.7% |
| 7D | -15.5% | +3.5% | -18.9% | -16.1% |
| 30D | -13.4% | -9.3% | -4.1% | -11.4% |
| 3M | 0.0% | -32.1% | +32.1% | +9.8% |
| 6M | -15.2% | -19.8% | +4.6% | -11.6% |
| YTD | -6.9% | -13.2% | +6.3% | -5.4% |
| 1Y | -11.0% | -7.8% | -3.1% | -11.5% |
| All | +39.3% | +89.8% | -50.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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