+36.2%
QCOM vs FN
+299.7%
-263.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.5% |
| 7D | +5.1% | +3.5% | +1.5% | +4.0% |
| 30D | +4.3% | -26.0% | +30.2% | +12.4% |
| 3M | -19.6% | -33.3% | +13.6% | -11.3% |
| 6M | +29.5% | -14.9% | +44.4% | +30.3% |
| YTD | +3.4% | -8.6% | +11.9% | -0.4% |
| 1Y | +10.9% | +12.3% | -1.4% | -1.5% |
| 3Y | +74.8% | +174.4% | -99.6% | +4.0% |
| 5Y | +36.2% | +296.4% | -260.2% | -34.1% |
| All | +36.2% | +299.7% | -263.5% | -34.1% |
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