+5.2%
QCOM vs FGI
-70.3%
+75.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -15.5% | -11.6% | -3.9% | -15.3% |
| 30D | -13.4% | -3.3% | -10.1% | -13.4% |
| 3M | 0.0% | +65.6% | -65.5% | -2.1% |
| 6M | -15.2% | -2.8% | -12.4% | -16.3% |
| YTD | -6.9% | +30.1% | -37.1% | -9.3% |
| 1Y | -11.0% | +50.2% | -61.1% | -13.8% |
| 3Y | +39.8% | -0.4% | +40.2% | +33.9% |
| All | +5.2% | -70.3% | +75.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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