+11.2%
QCOM vs FOXA
+70.7%
-59.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.1% |
| 7D | +0.4% | +5.4% | -5.0% | -1.5% |
| 30D | -6.6% | +6.3% | -12.9% | -8.8% |
| 3M | +3.7% | +8.3% | -4.6% | +0.1% |
| 6M | -13.3% | +7.6% | -20.9% | -18.0% |
| YTD | -1.8% | -7.9% | +6.2% | 0.0% |
| 1Y | -2.5% | +2.4% | -4.9% | -6.0% |
| 3Y | +47.0% | +120.3% | -73.4% | -7.0% |
| All | +11.2% | +70.7% | -59.6% | -19.3% |
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