+11.2%
QCOM vs FLR
+93.7%
-82.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +4.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -6.6% | -9.1% | +2.5% | -3.8% |
| 3M | +3.7% | -4.7% | +8.3% | +4.7% |
| 6M | -13.3% | -14.2% | +0.9% | -10.5% |
| YTD | -1.8% | +17.3% | -19.1% | -8.2% |
| 1Y | -2.5% | +4.3% | -6.8% | -5.7% |
| 3Y | +47.0% | +30.7% | +16.2% | +22.6% |
| All | +11.2% | +93.7% | -82.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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