+50,186.6%
QCOM vs F
+1,001.0%
+49,185.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +3.3% | +5.3% | -2.0% | +1.7% |
| 30D | +7.7% | +4.6% | +3.1% | +6.2% |
| 3M | -30.1% | -3.7% | -26.4% | -29.2% |
| 6M | +22.8% | +16.8% | +6.0% | +16.5% |
| YTD | +0.2% | +15.3% | -15.1% | -4.7% |
| 1Y | +7.9% | +31.0% | -23.2% | -1.9% |
| 3Y | +55.8% | +45.4% | +10.4% | +34.1% |
| 5Y | +30.1% | +54.7% | -24.6% | +8.1% |
| 10Y | +248.9% | +98.2% | +150.7% | +153.5% |
| All | +50,186.6% | +1,001.0% | +49,185.6% | +14,373.4% |
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