+242.6%
QCOM vs FTI
+189.4%
+53.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | +4.3% | +4.3% | 0.0% | +3.2% |
| 30D | -0.1% | -4.7% | +4.6% | +0.8% |
| 3M | +5.2% | -13.5% | +18.8% | +8.6% |
| 6M | -18.4% | -8.7% | -9.6% | -17.1% |
| YTD | +2.4% | +49.0% | -46.6% | -8.0% |
| 1Y | +0.9% | +54.0% | -53.1% | -10.1% |
| 3Y | +48.4% | +211.6% | -163.2% | +10.6% |
| 5Y | +16.6% | +881.9% | -865.3% | -35.4% |
| All | +242.6% | +189.4% | +53.3% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling