+254.0%
QCOM vs FDX
+185.1%
+68.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +3.3% | -2.5% | +5.9% | +4.5% |
| 30D | +7.7% | +3.8% | +3.9% | +5.6% |
| 3M | -30.1% | -1.3% | -28.8% | -29.7% |
| 6M | +22.8% | +5.0% | +17.8% | +19.3% |
| YTD | +0.2% | +39.6% | -39.5% | -15.2% |
| 1Y | +7.9% | +81.1% | -73.3% | -19.2% |
| 3Y | +55.8% | +63.0% | -7.2% | +17.6% |
| 5Y | +30.1% | +65.6% | -35.5% | -5.8% |
| All | +254.0% | +185.1% | +68.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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