+2.0%
QCOM vs FDS
+26.9%
-24.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.6% |
| 7D | +5.8% | -5.0% | +10.7% | +5.2% |
| 30D | -2.3% | +13.8% | -16.1% | -1.2% |
| 3M | +2.7% | +14.8% | -12.1% | +4.2% |
| 6M | -21.0% | +47.4% | -68.4% | -18.8% |
| YTD | +1.8% | +14.2% | -12.3% | +7.4% |
| All | +2.0% | +26.9% | -24.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling