+36.2%
QCOM vs FERG
+72.9%
-36.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.7% |
| 7D | +5.1% | +3.4% | +1.7% | +3.2% |
| 30D | +4.3% | -11.5% | +15.8% | +10.9% |
| 3M | -19.6% | +1.3% | -20.9% | -20.6% |
| 6M | +29.5% | -1.0% | +30.4% | +28.7% |
| YTD | +3.4% | +3.2% | +0.2% | +0.2% |
| 1Y | +10.9% | -3.0% | +13.9% | +10.3% |
| 3Y | +74.8% | +55.0% | +19.7% | +26.6% |
| 5Y | +36.2% | +72.6% | -36.5% | -11.2% |
| All | +36.2% | +72.9% | -36.7% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling