+2.3%
QCOM vs FITB
+36.9%
-34.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.9% | +4.8% |
| 7D | -5.3% | +2.3% | -7.7% | -6.1% |
| 30D | -4.2% | +7.7% | -11.9% | -6.8% |
| 3M | +7.0% | -4.5% | +11.5% | +8.2% |
| 6M | +3.8% | +12.5% | -8.7% | -1.6% |
| YTD | +2.8% | +19.8% | -16.9% | -8.5% |
| 1Y | +2.3% | +34.1% | -31.9% | -17.3% |
| All | +2.3% | +36.9% | -34.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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