+46,613.4%
QCOM vs FICO
+52,785.3%
-6,171.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.7% |
| 7D | -15.5% | -0.3% | -15.2% | -15.5% |
| 30D | -13.4% | +1.7% | -15.1% | -14.5% |
| 3M | 0.0% | -35.2% | +35.2% | +8.0% |
| 6M | -15.2% | -33.7% | +18.5% | -10.6% |
| YTD | -6.9% | -58.2% | +51.2% | +8.8% |
| 1Y | -11.0% | -56.6% | +45.6% | +2.9% |
| 3Y | +39.8% | -24.0% | +63.7% | +36.3% |
| 5Y | +7.2% | +86.1% | -78.9% | -17.9% |
| 10Y | +207.7% | +522.8% | -315.1% | +79.1% |
| All | +46,613.4% | +52,785.3% | -6,171.9% | +17,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling