+7.9%
QCOM vs FIG
-56.9%
+64.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.3% |
| 7D | +3.3% | -16.3% | +19.6% | +4.3% |
| 30D | +7.7% | -14.3% | +22.0% | +8.4% |
| 3M | -30.1% | +7.2% | -37.2% | -30.4% |
| 6M | +22.8% | -18.6% | +41.5% | +25.2% |
| YTD | +0.2% | -35.5% | +35.6% | +5.3% |
| 1Y | +7.9% | -55.8% | +63.6% | +21.5% |
| All | +7.9% | -56.9% | +64.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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