+15.0%
QCOM vs FANG
+52.7%
-37.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | +2.9% | +5.0% | +8.0% |
| 30D | +12.2% | +2.6% | +9.6% | +12.3% |
| 3M | -9.9% | +7.6% | -17.4% | -9.7% |
| 6M | +36.9% | +17.3% | +19.6% | +34.1% |
| YTD | +8.0% | +38.7% | -30.6% | +2.6% |
| 1Y | +15.0% | +51.6% | -36.6% | +6.4% |
| All | +15.0% | +52.7% | -37.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling