+242.8%
QCOM vs FERG
+432.6%
-189.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +7.2% | -1.7% | +3.5% |
| 30D | -1.1% | +17.9% | -19.0% | -5.5% |
| 3M | +7.6% | -1.3% | +8.9% | +7.7% |
| 6M | -20.1% | +8.3% | -28.4% | -22.0% |
| YTD | +3.0% | +18.3% | -15.3% | -2.0% |
| 1Y | +3.2% | +4.7% | -1.5% | +1.3% |
| 3Y | +48.9% | +70.3% | -21.4% | +29.0% |
| 5Y | +21.1% | +84.6% | -63.6% | +0.6% |
| 10Y | +242.8% | +430.3% | -187.5% | +164.8% |
| All | +242.8% | +432.6% | -189.8% | +164.8% |
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