+9,053.0%
QCOM vs FIX
+8,419.6%
+633.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -15.1% | +20.4% | +8.7% |
| 7D | -5.3% | -18.9% | +13.6% | -1.2% |
| 30D | -4.2% | -36.3% | +32.1% | +5.2% |
| 3M | +7.0% | -38.5% | +45.6% | +18.0% |
| 6M | +3.8% | -42.3% | +46.1% | +15.9% |
| YTD | +2.8% | +17.1% | -14.3% | -3.3% |
| 1Y | +2.3% | +14.4% | -12.1% | -3.5% |
| 3Y | +54.4% | +486.7% | -432.3% | -3.6% |
| 5Y | +23.7% | +1,083.7% | -1,060.1% | -34.4% |
| 10Y | +240.0% | +3,932.4% | -3,692.5% | +33.4% |
| All | +9,053.0% | +8,419.6% | +633.4% | +2,367.4% |
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