+264.7%
QCOM vs BURL
+1,021.0%
-756.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +3.4% |
| 7D | -5.3% | +10.4% | -15.8% | -7.6% |
| 30D | -4.2% | -4.9% | +0.7% | -3.1% |
| 3M | +7.0% | -29.8% | +36.8% | +16.2% |
| 6M | +3.8% | -16.5% | +20.3% | +7.3% |
| YTD | +2.8% | -10.5% | +13.4% | +4.1% |
| 1Y | +2.3% | -5.3% | +7.6% | +1.5% |
| 3Y | +54.4% | +95.1% | -40.7% | +25.2% |
| 5Y | +23.7% | -12.1% | +35.8% | +16.8% |
| 10Y | +240.0% | +273.2% | -33.2% | +140.9% |
| All | +264.7% | +1,021.0% | -756.3% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling