+242.8%
QCOM vs FIX
+3,723.8%
-3,481.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.5% | -13.9% | +19.5% | +9.7% |
| 30D | -1.1% | -35.5% | +34.4% | +11.9% |
| 3M | +7.6% | -33.9% | +41.5% | +19.9% |
| 6M | -20.1% | -43.3% | +23.2% | -6.7% |
| YTD | +3.0% | +18.7% | -15.6% | -6.1% |
| 1Y | +3.2% | +13.8% | -10.5% | -5.1% |
| 3Y | +48.9% | +495.0% | -446.1% | -27.7% |
| 5Y | +21.1% | +1,049.0% | -1,028.0% | -54.1% |
| 10Y | +242.8% | +3,644.4% | -3,401.6% | -9.3% |
| All | +242.8% | +3,723.8% | -3,481.1% | -9.3% |
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