+4.5%
QCOM vs FIGR
-36.9%
+41.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.7% | -3.2% | +4.4% |
| 7D | +0.4% | +5.3% | -4.9% | -0.2% |
| 30D | -6.6% | -17.9% | +11.3% | -4.7% |
| 3M | +3.7% | -20.5% | +24.2% | +5.3% |
| 6M | -13.3% | -40.2% | +26.9% | -10.0% |
| YTD | -1.8% | -44.4% | +42.6% | +0.4% |
| 1Y | -2.5% | -36.3% | +33.8% | -2.8% |
| All | +4.5% | -36.9% | +41.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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