+70.9%
QCOM vs FANG
+45.6%
+25.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +4.9% | +1.2% | +3.7% | +4.6% |
| 30D | +9.3% | +2.4% | +6.9% | +8.6% |
| 3M | -7.0% | +5.1% | -12.1% | -8.6% |
| 6M | +32.0% | +16.4% | +15.6% | +24.2% |
| YTD | +5.0% | +39.0% | -33.9% | -7.5% |
| 1Y | +13.6% | +50.6% | -37.0% | -3.2% |
| All | +70.9% | +45.6% | +25.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling