+74.8%
QCOM vs FOXA
+118.5%
-43.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +4.3% | +2.3% | +2.0% | +3.5% |
| 3M | -19.6% | -2.8% | -16.8% | -19.4% |
| 6M | +29.5% | +9.6% | +19.9% | +23.5% |
| YTD | +3.4% | -9.9% | +13.3% | +6.7% |
| 1Y | +10.9% | +5.4% | +5.5% | +6.9% |
| 3Y | +74.8% | +115.3% | -40.5% | +40.0% |
| All | +74.8% | +118.5% | -43.7% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling