+11.2%
QCOM vs FDX
+72.6%
-61.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.3% | +6.7% |
| 7D | +0.4% | -1.6% | +2.0% | +1.2% |
| 30D | -6.6% | +6.6% | -13.2% | -9.3% |
| 3M | +3.7% | -2.1% | +5.8% | +4.1% |
| 6M | -13.3% | +2.2% | -15.5% | -14.8% |
| YTD | -1.8% | +33.9% | -35.7% | -15.0% |
| 1Y | -2.5% | +50.2% | -52.7% | -20.0% |
| 3Y | +47.0% | +65.5% | -18.6% | +10.1% |
| All | +11.2% | +72.6% | -61.4% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling