+8,817.8%
QCOM vs FIX
+12,471.5%
-3,653.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +3.3% | +6.0% | -2.7% | +2.0% |
| 30D | +7.7% | -7.2% | +14.9% | +9.3% |
| 3M | -30.1% | -15.9% | -14.2% | -27.5% |
| 6M | +22.8% | +12.7% | +10.1% | +18.6% |
| YTD | +0.2% | +72.8% | -72.6% | -12.8% |
| 1Y | +7.9% | +122.9% | -115.0% | -12.2% |
| 3Y | +55.8% | +774.3% | -718.5% | -10.4% |
| 5Y | +30.1% | +2,049.5% | -2,019.4% | -39.0% |
| 10Y | +248.9% | +5,821.5% | -5,572.6% | +26.4% |
| All | +8,817.8% | +12,471.5% | -3,653.7% | +2,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling