+566.7%
QCOM vs FLR
+603.8%
-37.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | +3.3% | +5.4% | -2.1% | +1.8% |
| 30D | +7.7% | +11.4% | -3.7% | +4.1% |
| 3M | -30.1% | +11.4% | -41.5% | -32.3% |
| 6M | +22.8% | +16.6% | +6.2% | +16.1% |
| YTD | +0.2% | +41.7% | -41.5% | -10.4% |
| 1Y | +7.9% | +35.4% | -27.6% | -2.8% |
| 3Y | +55.8% | +57.3% | -1.5% | +29.2% |
| 5Y | +30.1% | +241.0% | -210.9% | -15.2% |
| 10Y | +248.9% | +16.6% | +232.2% | +147.0% |
| All | +566.7% | +603.8% | -37.2% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling