+251.9%
QCOM vs FERG
+421.0%
-169.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +1.3% |
| 7D | +13.0% | +8.2% | +4.8% | +10.4% |
| 30D | +0.2% | +14.4% | -14.2% | -3.5% |
| 3M | +9.2% | +4.3% | +4.9% | +7.8% |
| 6M | -15.0% | +7.9% | -22.9% | -17.1% |
| YTD | +5.2% | +16.3% | -11.1% | +0.5% |
| 1Y | +2.4% | +2.2% | +0.1% | +1.0% |
| 3Y | +52.0% | +67.3% | -15.3% | +32.3% |
| 5Y | +19.7% | +75.3% | -55.6% | +0.1% |
| All | +251.9% | +421.0% | -169.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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