+7.2%
QCOM vs FN
+148.3%
-141.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.2% | +4.8% | -5.4% |
| 7D | -15.5% | -16.0% | +0.5% | -11.5% |
| 30D | -13.4% | -40.1% | +26.7% | -0.8% |
| 3M | 0.0% | -43.9% | +43.9% | +15.1% |
| 6M | -15.2% | -55.6% | +40.4% | +3.2% |
| YTD | -6.9% | -35.7% | +28.7% | -2.3% |
| 1Y | -11.0% | -39.8% | +28.9% | -5.4% |
| 3Y | +39.8% | +80.3% | -40.5% | -7.6% |
| 5Y | +7.2% | +143.3% | -136.1% | -43.0% |
| All | +7.2% | +148.3% | -141.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling