+53.9%
QCOM vs FN
+109.9%
-56.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +6.8% |
| 7D | -5.3% | -7.0% | +1.6% | -3.9% |
| 30D | -4.2% | -24.7% | +20.5% | +2.0% |
| 3M | +7.0% | -35.7% | +42.7% | +17.2% |
| 6M | +3.8% | -52.4% | +56.2% | +21.0% |
| YTD | +2.8% | -25.0% | +27.8% | +3.7% |
| 1Y | +2.3% | -25.7% | +28.0% | +2.6% |
| All | +53.9% | +109.9% | -56.0% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling