+2.3%
QCOM vs FRMI
-93.1%
+95.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.6% | +15.9% | +5.9% |
| 7D | -5.3% | -39.7% | +34.4% | -2.7% |
| 30D | -4.2% | -55.2% | +51.0% | -0.2% |
| 3M | +7.0% | -71.2% | +78.2% | +13.3% |
| 6M | +3.8% | -64.1% | +67.9% | +9.4% |
| YTD | +2.8% | -77.2% | +80.1% | +9.6% |
| 1Y | +2.3% | -93.2% | +95.5% | +13.7% |
| All | +2.3% | -93.1% | +95.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling