+258.7%
QCOM vs FOXA
+94.4%
+164.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | +3.7% | +8.3% | -4.6% | +0.3% |
| 6M | -13.3% | +7.6% | -20.9% | -17.7% |
| YTD | -1.8% | -7.9% | +6.2% | -0.9% |
| 1Y | -2.5% | +2.4% | -4.9% | -5.9% |
| 3Y | +47.0% | +120.3% | -73.4% | +1.9% |
| 5Y | +13.1% | +71.0% | -57.9% | -14.3% |
| All | +258.7% | +94.4% | +164.3% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling