+47.0%
QCOM vs FIX
+448.6%
-401.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.0% |
| 7D | +0.4% | -17.5% | +17.8% | +5.0% |
| 30D | -6.6% | -41.6% | +35.0% | +7.2% |
| 3M | +3.7% | -40.6% | +44.3% | +17.7% |
| 6M | -13.3% | -49.4% | +36.1% | +2.7% |
| YTD | -1.8% | +9.2% | -11.0% | -6.3% |
| 1Y | -2.5% | +6.5% | -9.0% | -6.7% |
| 3Y | +47.0% | +448.7% | -401.8% | -21.3% |
| All | +47.0% | +448.6% | -401.6% | -21.3% |
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 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