+15,780.0%
QCOM vs FLEX
+7,523.3%
+8,256.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +3.3% | -0.9% | +4.2% | +3.6% |
| 30D | +7.7% | -10.1% | +17.8% | +11.1% |
| 3M | -30.1% | -31.3% | +1.3% | -21.7% |
| 6M | +22.8% | +71.3% | -48.4% | -0.7% |
| YTD | +0.2% | +81.2% | -81.1% | -21.3% |
| 1Y | +7.9% | +98.5% | -90.6% | -18.2% |
| 3Y | +55.8% | +428.2% | -372.4% | -16.1% |
| 5Y | +30.1% | +657.3% | -627.2% | -37.8% |
| 10Y | +248.9% | +995.9% | -747.0% | +35.3% |
| All | +15,780.0% | +7,523.3% | +8,256.6% | +3,312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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