+242.8%
QCOM vs F
+77.5%
+165.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.9% |
| 7D | +5.5% | -0.2% | +5.8% | +5.7% |
| 30D | -1.1% | +0.9% | -2.0% | -1.5% |
| 3M | +7.6% | -11.3% | +18.9% | +12.0% |
| 6M | -20.1% | +2.0% | -22.1% | -21.3% |
| YTD | +3.0% | -3.2% | +6.2% | +3.1% |
| 1Y | +3.2% | -3.5% | +6.7% | +3.4% |
| 3Y | +48.9% | +48.1% | +0.8% | +22.9% |
| 5Y | +21.1% | -13.5% | +34.6% | +16.5% |
| 10Y | +242.8% | +72.2% | +170.6% | +148.3% |
| All | +242.8% | +77.5% | +165.3% | +148.3% |
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