+282.9%
QCOM vs FANG
+182.5%
+100.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | +2.9% | +5.0% | +7.2% |
| 30D | +12.2% | +2.6% | +9.6% | +11.6% |
| 3M | -9.9% | +7.6% | -17.4% | -11.5% |
| 6M | +36.9% | +17.3% | +19.6% | +31.4% |
| YTD | +8.0% | +38.7% | -30.6% | 0.0% |
| 1Y | +15.0% | +51.6% | -36.6% | +4.4% |
| 3Y | +75.8% | +50.0% | +25.9% | +58.3% |
| 5Y | +42.2% | +237.6% | -195.4% | +9.5% |
| All | +282.9% | +182.5% | +100.4% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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