+39.3%
QCOM vs FE
+44.7%
-5.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.2% | -9.3% | -9.5% |
| 7D | -15.5% | +0.6% | -16.0% | -15.3% |
| 30D | -13.4% | +6.4% | -19.8% | -12.2% |
| 3M | 0.0% | -0.5% | +0.5% | 0.0% |
| 6M | -15.2% | +4.7% | -20.0% | -14.2% |
| YTD | -6.9% | +8.4% | -15.3% | -5.9% |
| 1Y | -11.0% | +7.2% | -18.2% | -10.0% |
| All | +39.3% | +44.7% | -5.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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