+8,419.1%
QCOM vs FDS
+9,502.8%
-1,083.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.4% |
| 7D | +3.3% | -1.9% | +5.2% | +4.0% |
| 30D | +7.7% | +9.0% | -1.3% | +4.1% |
| 3M | -30.1% | +18.9% | -48.9% | -35.8% |
| 6M | +22.8% | +35.1% | -12.3% | +5.2% |
| YTD | +0.2% | +5.5% | -5.3% | -6.2% |
| 1Y | +7.9% | -16.8% | +24.7% | +9.5% |
| 3Y | +55.8% | -28.1% | +83.9% | +66.0% |
| 5Y | +30.1% | -17.4% | +47.5% | +30.6% |
| 10Y | +248.9% | +85.4% | +163.4% | +153.8% |
| All | +8,419.1% | +9,502.8% | -1,083.7% | +1,916.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling