+8,184.2%
QCOM vs FIX
+7,433.0%
+751.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -11.6% | +2.1% | -6.9% |
| 7D | -15.5% | -27.2% | +11.8% | -9.4% |
| 30D | -13.4% | -46.9% | +33.5% | -0.7% |
| 3M | 0.0% | -44.4% | +44.5% | +12.9% |
| 6M | -15.2% | -50.9% | +35.7% | -1.7% |
| YTD | -6.9% | +3.5% | -10.5% | -9.9% |
| 1Y | -11.0% | -2.1% | -8.9% | -12.9% |
| 3Y | +39.8% | +418.7% | -379.0% | -10.2% |
| 5Y | +7.2% | +894.6% | -887.4% | -40.8% |
| 10Y | +207.7% | +3,465.5% | -3,257.8% | +24.3% |
| All | +8,184.2% | +7,433.0% | +751.1% | +2,198.3% |
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 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