+10.9%
QCOM vs FCEL
+328.0%
-317.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +18.8% | -15.6% | +1.7% |
| 7D | +5.1% | +4.0% | +1.1% | +4.5% |
| 30D | +4.3% | -13.1% | +17.3% | +4.9% |
| 3M | -19.6% | +14.6% | -34.2% | -22.6% |
| 6M | +29.5% | +133.7% | -104.2% | +13.6% |
| YTD | +3.4% | +143.0% | -139.6% | -10.5% |
| 1Y | +10.9% | +320.9% | -309.9% | -6.2% |
| All | +10.9% | +328.0% | -317.0% | -6.2% |
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