+3.2%
QCOM vs FICO
-58.1%
+61.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +5.5% | +0.9% | +4.7% | +5.5% |
| 30D | -1.1% | +9.4% | -10.6% | -1.5% |
| 3M | +7.6% | -30.4% | +38.0% | +8.5% |
| 6M | -20.1% | -35.1% | +15.0% | -19.9% |
| YTD | +3.0% | -56.8% | +59.8% | +8.0% |
| 1Y | +3.2% | -58.4% | +61.6% | +8.7% |
| All | +3.2% | -58.1% | +61.4% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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