+48.4%
QCOM vs FCEL
-68.7%
+117.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +2.9% | -2.1% |
| 7D | +4.3% | -2.8% | +7.1% | +4.5% |
| 30D | -0.1% | -31.6% | +31.6% | +3.1% |
| 3M | +5.2% | -52.4% | +57.6% | +11.1% |
| 6M | -18.4% | -51.4% | +33.1% | -16.7% |
| YTD | +2.4% | +32.4% | -30.0% | -7.1% |
| 1Y | +0.9% | +37.5% | -36.6% | -9.3% |
| 3Y | +48.4% | -69.3% | +117.7% | +42.6% |
| All | +48.4% | -68.7% | +117.1% | +42.6% |
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