+30.9%
QCOM vs FICO
+99.8%
-68.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +4.6% |
| 7D | +3.3% | -19.2% | +22.5% | +8.8% |
| 30D | +7.7% | -14.6% | +22.3% | +11.4% |
| 3M | -30.1% | -20.1% | -10.0% | -27.4% |
| 6M | +22.8% | -36.3% | +59.2% | +35.0% |
| YTD | +0.2% | -44.9% | +45.0% | +15.3% |
| 1Y | +7.9% | -38.6% | +46.5% | +17.3% |
| 3Y | +55.8% | +4.0% | +51.8% | +29.3% |
| All | +30.9% | +99.8% | -68.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling