+50,186.6%
QCOM vs FITB
+1,569.0%
+48,617.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.7% | -4.7% | +12.4% | +9.0% |
| 3M | -30.1% | +6.7% | -36.7% | -31.4% |
| 6M | +22.8% | +12.6% | +10.3% | +18.8% |
| YTD | +0.2% | +19.1% | -18.9% | -4.7% |
| 1Y | +7.9% | +22.6% | -14.8% | +1.8% |
| 3Y | +55.8% | +127.1% | -71.3% | +25.5% |
| 5Y | +30.1% | +71.8% | -41.7% | +11.4% |
| 10Y | +248.9% | +287.2% | -38.3% | +134.5% |
| All | +50,186.6% | +1,569.0% | +48,617.7% | +14,407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling