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  • QCOM vs FICO✓SelectedUSD · FICOQCOM vs FICO performance historyLatest closeAs of+0.10%09/04
Stock and ETF performance explorer

QCOM vs FICO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+50,186.6%
FICO return
+69,595.8%
Excess return
-19,409.2%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFICOExcessAlpha
1D+0.1%-16.7%+16.8%+4.2%
7D+3.3%-19.2%+22.5%+8.4%
30D+7.7%-14.6%+22.3%+11.2%
3M-30.1%-20.1%-10.0%-27.5%
6M+22.8%-36.3%+59.2%+32.9%
YTD+0.2%-44.9%+45.0%+12.1%
1Y+7.9%-38.6%+46.5%+16.2%
3Y+55.8%+4.0%+51.8%+43.8%
5Y+30.1%+99.5%-69.5%+0.2%
10Y+248.9%+604.7%-355.8%+100.5%
All+50,186.6%+69,595.8%-19,409.2%+18,389.5%

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