+3.2%
QCOM vs FRMI
-93.7%
+97.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +1.7% |
| 7D | +5.5% | -24.3% | +29.9% | +7.2% |
| 30D | -1.1% | -55.1% | +54.0% | +3.2% |
| 3M | +7.6% | -73.8% | +81.4% | +14.6% |
| 6M | -20.1% | -70.6% | +50.5% | -14.7% |
| YTD | +3.0% | -80.8% | +83.8% | +10.8% |
| 1Y | +3.2% | -93.9% | +97.2% | +14.4% |
| All | +3.2% | -93.7% | +97.0% | +14.4% |
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