-13.3%
QCOM vs FND
+2.1%
-15.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +0.4% | +7.7% | -7.3% | -0.6% |
| 30D | -6.6% | +11.9% | -18.5% | -7.6% |
| 3M | +3.7% | -14.6% | +18.3% | +5.2% |
| 6M | -13.3% | +0.5% | -13.8% | -12.5% |
| All | -13.3% | +2.1% | -15.4% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling