+54.3%
QCOM vs FIX
+782.4%
-728.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +3.3% | +6.0% | -2.7% | +1.6% |
| 30D | +7.7% | -7.2% | +14.9% | +9.6% |
| 3M | -30.1% | -15.9% | -14.2% | -26.9% |
| 6M | +22.8% | +12.7% | +10.1% | +18.6% |
| YTD | +0.2% | +72.8% | -72.6% | -14.4% |
| 1Y | +7.9% | +122.9% | -115.0% | -15.5% |
| All | +54.3% | +782.4% | -728.2% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling