+9.7%
QCOM vs FIG
-78.3%
+88.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -16.7% | +7.2% | -8.4% |
| 7D | -15.5% | -17.4% | +1.9% | -14.5% |
| 30D | -13.4% | -15.9% | +2.5% | -12.5% |
| 3M | 0.0% | -34.5% | +34.5% | +2.0% |
| 6M | -15.2% | -5.0% | -10.2% | -16.1% |
| YTD | -6.9% | -50.7% | +43.7% | -3.7% |
| 1Y | -11.0% | -58.1% | +47.1% | -7.1% |
| All | +9.7% | -78.3% | +88.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling