+47.0%
QCOM vs FERG
+56.2%
-9.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +5.9% |
| 7D | +0.4% | -2.1% | +2.5% | +1.6% |
| 30D | -6.6% | +8.7% | -15.3% | -9.9% |
| 3M | +3.7% | -7.4% | +11.1% | +7.3% |
| 6M | -13.3% | -6.6% | -6.7% | -10.8% |
| YTD | -1.8% | +6.6% | -8.4% | -5.7% |
| 1Y | -2.5% | -3.6% | +1.1% | -1.9% |
| 3Y | +47.0% | +56.4% | -9.4% | +11.8% |
| All | +47.0% | +56.2% | -9.2% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling