+245.8%
QCOM vs FDS
+132.8%
+113.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +0.8% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | +1.2% | +16.0% | -14.8% | -4.7% |
| 3M | +9.1% | +18.8% | -9.7% | +0.9% |
| 6M | -25.0% | +54.1% | -79.1% | -39.8% |
| YTD | +4.8% | +17.0% | -12.2% | -5.7% |
| 1Y | +3.6% | +25.5% | -21.9% | -10.7% |
| 3Y | +51.5% | -23.3% | +74.8% | +65.6% |
| 5Y | +19.7% | -22.6% | +42.4% | +28.4% |
| 10Y | +245.8% | +130.2% | +115.6% | +119.7% |
| All | +245.8% | +132.8% | +113.1% | +119.7% |
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