+30.9%
QCOM vs FND
-60.2%
+91.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +3.3% | -5.2% | +8.6% | +5.1% |
| 30D | +7.7% | -19.9% | +27.6% | +15.8% |
| 3M | -30.1% | +2.7% | -32.8% | -31.9% |
| 6M | +22.8% | -21.7% | +44.5% | +30.7% |
| YTD | +0.2% | -17.5% | +17.7% | +3.7% |
| 1Y | +7.9% | -39.3% | +47.2% | +24.4% |
| 3Y | +55.8% | -49.8% | +105.6% | +83.0% |
| All | +30.9% | -60.2% | +91.0% | +58.9% |
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