+70.4%
QCOM vs FRSH
-46.2%
+116.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +4.4% | -9.6% | +13.9% | +5.7% |
| 30D | +9.4% | -0.4% | +9.8% | +9.2% |
| 3M | -13.7% | +27.2% | -40.8% | -17.1% |
| 6M | +28.9% | +42.2% | -13.3% | +19.9% |
| YTD | +4.7% | -2.6% | +7.4% | +4.8% |
| 1Y | +13.5% | -10.2% | +23.7% | +15.2% |
| All | +70.4% | -46.2% | +116.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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