+251.9%
QCOM vs FIX
+3,612.7%
-3,360.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | +13.0% | +16.9% | -3.9% | +7.6% |
| 30D | +0.2% | -30.6% | +30.8% | +10.8% |
| 3M | +9.2% | -35.1% | +44.3% | +22.4% |
| 6M | -15.0% | -44.0% | +29.0% | -0.6% |
| YTD | +5.2% | +21.0% | -15.9% | -4.8% |
| 1Y | +2.4% | +16.2% | -13.8% | -6.5% |
| 3Y | +52.0% | +506.9% | -454.9% | -26.7% |
| 5Y | +19.7% | +1,051.1% | -1,031.3% | -54.7% |
| All | +251.9% | +3,612.7% | -3,360.8% | -7.7% |
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