+2.3%
QCOM vs FCEL
+32.6%
-30.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +5.8% |
| 7D | -5.3% | -14.9% | +9.5% | -4.1% |
| 30D | -4.2% | -41.7% | +37.5% | -0.4% |
| 3M | +7.0% | -53.2% | +60.2% | +12.5% |
| 6M | +3.8% | -19.0% | +22.8% | +0.6% |
| YTD | +2.8% | +44.2% | -41.4% | -9.1% |
| 1Y | +2.3% | +42.4% | -40.1% | -11.7% |
| All | +2.3% | +32.6% | -30.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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