+46,613.4%
QCOM vs FDX
+5,537.4%
+41,076.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.8% | -5.7% | -7.9% |
| 7D | -15.5% | +2.9% | -18.4% | -16.4% |
| 30D | -13.4% | +9.6% | -23.0% | -16.7% |
| 3M | 0.0% | +2.4% | -2.3% | -1.3% |
| 6M | -15.2% | +9.2% | -24.4% | -18.8% |
| YTD | -6.9% | +37.7% | -44.6% | -19.5% |
| 1Y | -11.0% | +56.1% | -67.1% | -27.1% |
| 3Y | +39.8% | +68.9% | -29.2% | +7.5% |
| 5Y | +7.2% | +79.0% | -71.8% | -21.4% |
| 10Y | +207.7% | +163.9% | +43.8% | +81.0% |
| All | +46,613.4% | +5,537.4% | +41,076.1% | +8,592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling