+54.3%
QCOM vs FCEL
-65.9%
+120.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +3.3% | -15.8% | +19.2% | +4.7% |
| 30D | +7.7% | -29.3% | +37.0% | +10.4% |
| 3M | -30.1% | -30.1% | +0.1% | -29.7% |
| 6M | +22.8% | +74.4% | -51.6% | +10.7% |
| YTD | +0.2% | +104.5% | -104.3% | -11.6% |
| 1Y | +7.9% | +281.4% | -273.5% | -11.7% |
| All | +54.3% | -65.9% | +120.1% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling