+36.2%
QCOM vs FOXA
+89.1%
-52.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +5.1% | -0.6% | +5.7% | +5.3% |
| 30D | +4.3% | +2.3% | +2.0% | +3.1% |
| 3M | -19.6% | -2.8% | -16.8% | -19.8% |
| 6M | +29.5% | +9.6% | +19.9% | +21.3% |
| YTD | +3.4% | -9.9% | +13.3% | +6.3% |
| 1Y | +10.9% | +5.4% | +5.5% | +4.9% |
| 3Y | +74.8% | +115.3% | -40.5% | +14.3% |
| 5Y | +36.2% | +93.1% | -56.9% | -4.2% |
| All | +36.2% | +89.1% | -52.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling