+7.2%
QCOM vs FIX
+929.6%
-922.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -11.6% | +2.1% | -5.9% |
| 7D | -15.5% | -27.2% | +11.8% | -7.2% |
| 30D | -13.4% | -46.9% | +33.5% | +4.5% |
| 3M | 0.0% | -44.4% | +44.5% | +18.0% |
| 6M | -15.2% | -50.9% | +35.7% | +3.8% |
| YTD | -6.9% | +3.5% | -10.5% | -11.6% |
| 1Y | -11.0% | -2.1% | -8.9% | -14.3% |
| 3Y | +39.8% | +418.7% | -379.0% | -38.0% |
| 5Y | +7.2% | +894.6% | -887.4% | -67.6% |
| All | +7.2% | +929.6% | -922.4% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling