+10.9%
QCOM vs FND
-44.9%
+55.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.8% | +4.0% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +4.3% | -23.6% | +27.8% | +9.3% |
| 3M | -19.6% | +4.3% | -24.0% | -21.5% |
| 6M | +29.5% | -20.3% | +49.8% | +33.6% |
| YTD | +3.4% | -21.3% | +24.7% | +6.0% |
| 1Y | +10.9% | -45.4% | +56.3% | +23.7% |
| All | +10.9% | -44.9% | +55.8% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling