-2.5%
QCOM vs FIX
+3.4%
-5.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.1% |
| 7D | +0.4% | -17.5% | +17.8% | +4.3% |
| 30D | -6.6% | -41.6% | +35.0% | +6.1% |
| 3M | +3.7% | -40.6% | +44.3% | +16.6% |
| 6M | -13.3% | -49.4% | +36.1% | +1.7% |
| YTD | -1.8% | +9.2% | -11.0% | +3.9% |
| 1Y | -2.5% | +6.5% | -9.0% | +3.7% |
| All | -2.5% | +3.4% | -5.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling