+3.2%
QCOM vs FERG
+4.4%
-1.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +7.2% | -1.7% | +2.9% |
| 30D | -1.1% | +17.9% | -19.0% | -6.7% |
| 3M | +7.6% | -1.3% | +8.9% | +8.0% |
| 6M | -20.1% | +8.3% | -28.4% | -22.3% |
| YTD | +3.0% | +18.3% | -15.3% | -1.3% |
| 1Y | +3.2% | +4.7% | -1.5% | +2.2% |
| All | +3.2% | +4.4% | -1.2% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling