+3.2%
QCOM vs FOXA
+2.8%
+0.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +5.5% | +0.4% | +5.1% | +5.6% |
| 30D | -1.1% | +7.9% | -9.1% | -1.4% |
| 3M | +7.6% | +6.7% | +0.9% | +7.2% |
| 6M | -20.1% | +7.5% | -27.6% | -20.9% |
| YTD | +3.0% | -6.9% | +10.0% | +11.6% |
| 1Y | +3.2% | +2.2% | +1.0% | +9.5% |
| All | +3.2% | +2.8% | +0.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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