+14.1%
QCOM vs FND
-63.9%
+78.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.9% |
| 7D | +4.3% | -6.8% | +11.1% | +6.7% |
| 30D | -0.1% | +8.0% | -8.1% | -2.8% |
| 3M | +5.2% | -18.9% | +24.2% | +12.4% |
| 6M | -18.4% | +4.7% | -23.0% | -21.6% |
| YTD | +2.4% | -21.6% | +24.0% | +7.4% |
| 1Y | +0.9% | -22.0% | +22.9% | +5.8% |
| 3Y | +48.4% | -40.4% | +88.8% | +61.7% |
| All | +14.1% | -63.9% | +78.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling