+51.9%
QCOM vs FDX
+73.6%
-21.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +2.0% | -2.1% | +4.0% | +2.9% |
| 30D | +1.2% | +10.4% | -9.2% | -2.6% |
| 3M | +9.1% | +0.5% | +8.7% | +8.6% |
| 6M | -25.0% | +6.5% | -31.5% | -27.2% |
| YTD | +4.8% | +40.2% | -35.4% | -8.9% |
| 1Y | +3.6% | +52.1% | -48.5% | -12.8% |
| All | +51.9% | +73.6% | -21.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling