+46,613.4%
QCOM vs F
+843.6%
+45,769.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.1% | -8.4% | -9.2% |
| 7D | -15.5% | +1.4% | -16.8% | -15.8% |
| 30D | -13.4% | +2.0% | -15.4% | -14.0% |
| 3M | 0.0% | -10.4% | +10.4% | +3.2% |
| 6M | -15.2% | +9.7% | -24.9% | -18.1% |
| YTD | -6.9% | -1.2% | -5.7% | -7.4% |
| 1Y | -11.0% | 0.0% | -11.0% | -11.7% |
| 3Y | +39.8% | +41.1% | -1.3% | +21.8% |
| 5Y | +7.2% | -11.4% | +18.6% | +4.9% |
| 10Y | +207.7% | +85.0% | +122.7% | +128.5% |
| All | +46,613.4% | +843.6% | +45,769.8% | +13,965.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling