+242.8%
QCOM vs FDS
+127.5%
+115.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | -2.0% | +7.5% | +6.2% |
| 30D | -1.1% | +13.5% | -14.6% | -6.2% |
| 3M | +7.6% | +15.2% | -7.6% | +0.6% |
| 6M | -20.1% | +47.0% | -67.1% | -34.7% |
| YTD | +3.0% | +13.9% | -10.9% | -6.4% |
| 1Y | +3.2% | +25.2% | -21.9% | -11.3% |
| 3Y | +48.9% | -25.3% | +74.2% | +64.3% |
| 5Y | +21.1% | -23.3% | +44.4% | +29.8% |
| 10Y | +242.8% | +126.0% | +116.8% | +118.7% |
| All | +242.8% | +127.5% | +115.3% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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