+6.7%
QCOM vs FRMI
-77.3%
+84.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.5% | -8.4% | +2.9% |
| 7D | +5.1% | +23.3% | -18.3% | +4.5% |
| 30D | +4.3% | -7.6% | +11.9% | +4.3% |
| 3M | -19.6% | +0.2% | -19.8% | -19.2% |
| 6M | +29.5% | -28.7% | +58.2% | +30.3% |
| YTD | +3.4% | -28.6% | +32.0% | +4.4% |
| All | +6.7% | -77.3% | +84.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling