+433.5%
QCOM vs FERG
+1,348.4%
-914.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.3% |
| 7D | +3.3% | 0.0% | +3.4% | +3.3% |
| 30D | +7.7% | -10.2% | +17.9% | +9.8% |
| 3M | -30.1% | -0.6% | -29.5% | -30.0% |
| 6M | +22.8% | -6.5% | +29.4% | +24.2% |
| YTD | +0.2% | +4.2% | -4.0% | -0.8% |
| 1Y | +7.9% | -2.3% | +10.1% | +7.9% |
| 3Y | +55.8% | +48.5% | +7.3% | +45.3% |
| 5Y | +30.1% | +72.0% | -41.9% | +18.0% |
| 10Y | +248.9% | +369.9% | -121.0% | +200.6% |
| All | +433.5% | +1,348.4% | -914.9% | +308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling