+52,520.0%
QCOM vs FCEL
-99.8%
+52,619.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.8% | +1.1% |
| 7D | +2.0% | +3.9% | -1.9% | +1.6% |
| 30D | +1.2% | -33.1% | +34.3% | +4.9% |
| 3M | +9.1% | -43.0% | +52.1% | +13.7% |
| 6M | -25.0% | -31.3% | +6.3% | -26.0% |
| YTD | +4.8% | +49.8% | -45.0% | -5.8% |
| 1Y | +3.6% | +48.2% | -44.6% | -7.4% |
| 3Y | +51.5% | -64.6% | +116.0% | +42.1% |
| 5Y | +19.7% | -96.7% | +116.4% | +34.4% |
| 10Y | +245.8% | -99.0% | +344.8% | +214.3% |
| All | +52,520.0% | -99.8% | +52,619.9% | +43,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling