+265.9%
QCOM vs FOXA
+90.8%
+175.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.3% |
| 7D | +3.3% | -4.0% | +7.3% | +4.8% |
| 30D | +7.7% | +12.0% | -4.3% | +3.1% |
| 3M | -30.1% | +0.3% | -30.3% | -31.4% |
| 6M | +22.8% | +12.5% | +10.4% | +14.5% |
| YTD | +0.2% | -9.6% | +9.8% | +2.0% |
| 1Y | +7.9% | +8.6% | -0.7% | +1.2% |
| 3Y | +55.8% | +118.5% | -62.7% | +8.4% |
| 5Y | +30.1% | +88.8% | -58.7% | -4.9% |
| All | +265.9% | +90.8% | +175.1% | +154.2% |
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 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