+245.8%
QCOM vs F
+74.7%
+171.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | -2.1% | +4.1% | +2.8% |
| 30D | +1.2% | +3.3% | -2.1% | 0.0% |
| 3M | +9.1% | -11.3% | +20.4% | +13.6% |
| 6M | -25.0% | +5.3% | -30.3% | -26.9% |
| YTD | +4.8% | -2.2% | +7.1% | +4.5% |
| 1Y | +3.6% | -3.5% | +7.1% | +3.8% |
| 3Y | +51.5% | +49.5% | +2.0% | +24.7% |
| 5Y | +19.7% | -13.5% | +33.2% | +15.2% |
| 10Y | +245.8% | +69.0% | +176.8% | +146.9% |
| All | +245.8% | +74.7% | +171.1% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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