+39.3%
QCOM vs FICO
-24.0%
+63.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.6% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -13.4% | +1.7% | -15.1% | -14.1% |
| 3M | 0.0% | -35.2% | +35.2% | +5.7% |
| 6M | -15.2% | -33.7% | +18.5% | -12.7% |
| YTD | -6.9% | -58.2% | +51.2% | +7.4% |
| 1Y | -11.0% | -56.6% | +45.6% | +1.3% |
| All | +39.3% | -24.0% | +63.2% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling