+329.1%
QCOM vs FANG
+1,373.6%
-1,044.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +5.1% | -1.7% | +6.8% | +5.4% |
| 30D | +4.3% | +6.8% | -2.5% | +3.0% |
| 3M | -19.6% | +1.3% | -20.9% | -20.1% |
| 6M | +29.5% | +11.8% | +17.7% | +25.8% |
| YTD | +3.4% | +35.1% | -31.7% | -3.2% |
| 1Y | +10.9% | +48.9% | -38.0% | +1.9% |
| 3Y | +74.8% | +42.8% | +32.0% | +60.3% |
| 5Y | +36.2% | +230.3% | -194.1% | +7.9% |
| 10Y | +263.7% | +167.0% | +96.7% | +160.8% |
| All | +329.1% | +1,373.6% | -1,044.5% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling