-2.5%
QCOM vs FIG
-58.9%
+56.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +5.4% |
| 7D | +0.4% | -13.1% | +13.5% | +1.4% |
| 30D | -6.6% | -13.0% | +6.4% | -5.7% |
| 3M | +3.7% | -21.5% | +25.2% | +4.8% |
| 6M | -13.3% | -2.5% | -10.8% | -15.1% |
| YTD | -1.8% | -49.7% | +47.9% | +8.3% |
| 1Y | -2.5% | -59.1% | +56.6% | +16.4% |
| All | -2.5% | -58.9% | +56.4% | +16.4% |
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