+230.9%
QCOM vs FCEL
-98.9%
+329.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +3.1% |
| 7D | +5.8% | +3.0% | +2.7% | +5.6% |
| 30D | -2.3% | -40.0% | +37.7% | +0.6% |
| 3M | +2.7% | -47.0% | +49.7% | +6.0% |
| 6M | -21.0% | -21.0% | 0.0% | -22.2% |
| YTD | +1.8% | +48.0% | -46.2% | -4.6% |
| 1Y | +2.4% | +43.9% | -41.5% | -4.2% |
| 3Y | +52.1% | -67.5% | +119.6% | +46.9% |
| 5Y | +14.6% | -96.7% | +111.3% | +19.7% |
| 10Y | +230.9% | -99.0% | +329.9% | +274.8% |
| All | +230.9% | -98.9% | +329.8% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling