+41.4%
QCOM vs FRSH
-70.6%
+112.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +1.0% |
| 7D | +3.3% | -8.2% | +11.5% | +5.0% |
| 30D | +7.7% | +10.5% | -2.8% | +5.4% |
| 3M | -30.1% | +32.7% | -62.8% | -34.4% |
| 6M | +22.8% | +50.3% | -27.5% | +10.9% |
| YTD | +0.2% | +3.9% | -3.7% | -2.5% |
| 1Y | +7.9% | -2.2% | +10.0% | +6.2% |
| 3Y | +55.8% | -42.9% | +98.7% | +65.9% |
| All | +41.4% | -70.6% | +112.0% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling