+199.9%
QCOM vs FN
+663.9%
-464.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.2% | +4.8% | -5.2% |
| 7D | -15.5% | -16.0% | +0.5% | -11.2% |
| 30D | -13.4% | -40.1% | +26.7% | +0.1% |
| 3M | 0.0% | -43.9% | +43.9% | +16.1% |
| 6M | -15.2% | -55.6% | +40.4% | +4.4% |
| YTD | -6.9% | -35.7% | +28.7% | -2.0% |
| 1Y | -11.0% | -39.8% | +28.9% | -5.1% |
| 3Y | +39.8% | +80.3% | -40.5% | -6.2% |
| 5Y | +7.2% | +143.3% | -136.1% | -38.4% |
| All | +199.9% | +663.9% | -464.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling