+216.5%
QCOM vs FIX
+3,608.1%
-3,391.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +3.8% |
| 7D | +0.4% | -17.5% | +17.8% | +5.7% |
| 30D | -6.6% | -41.6% | +35.0% | +9.0% |
| 3M | +3.7% | -40.6% | +44.3% | +19.5% |
| 6M | -13.3% | -49.4% | +36.1% | +4.7% |
| YTD | -1.8% | +9.2% | -11.0% | -8.1% |
| 1Y | -2.5% | +6.5% | -9.0% | -8.4% |
| 3Y | +47.0% | +448.7% | -401.8% | -26.4% |
| 5Y | +13.1% | +948.7% | -935.6% | -55.6% |
| All | +216.5% | +3,608.1% | -3,391.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling