+39.3%
QCOM vs FN
+80.0%
-40.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.2% | +4.8% | -5.8% |
| 7D | -15.5% | -16.0% | +0.5% | -11.8% |
| 30D | -13.4% | -40.1% | +26.7% | -2.2% |
| 3M | 0.0% | -43.9% | +43.9% | +13.4% |
| 6M | -15.2% | -55.6% | +40.4% | +1.1% |
| YTD | -6.9% | -35.7% | +28.7% | -2.3% |
| 1Y | -11.0% | -39.8% | +28.9% | -5.4% |
| All | +39.3% | +80.0% | -40.7% | -3.8% |
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