+250.3%
QCOM vs F
+98.4%
+151.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +3.3% | +5.3% | -2.0% | +1.4% |
| 30D | +7.7% | +4.6% | +3.1% | +5.8% |
| 3M | -30.1% | -3.7% | -26.4% | -29.1% |
| 6M | +22.8% | +16.8% | +6.0% | +15.2% |
| YTD | +0.2% | +15.3% | -15.1% | -5.7% |
| 1Y | +7.9% | +31.0% | -23.2% | -3.8% |
| 3Y | +55.8% | +45.4% | +10.4% | +29.2% |
| 5Y | +30.1% | +54.7% | -24.6% | +3.8% |
| All | +250.3% | +98.4% | +151.9% | +140.7% |
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