+314.9%
QCOM vs FND
+76.3%
+238.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.4% |
| 7D | +5.8% | +8.5% | -2.7% | +3.2% |
| 30D | -2.3% | +17.2% | -19.5% | -6.9% |
| 3M | +2.7% | -14.9% | +17.6% | +7.3% |
| 6M | -21.0% | +3.1% | -24.1% | -23.3% |
| YTD | +1.8% | -12.4% | +14.2% | +2.9% |
| 1Y | +2.4% | -10.0% | +12.4% | +2.4% |
| 3Y | +52.1% | -31.3% | +83.5% | +59.4% |
| 5Y | +14.6% | -60.3% | +75.0% | +34.9% |
| All | +314.9% | +76.3% | +238.6% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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