+263.7%
QCOM vs FTI
+304.2%
-40.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.7% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | +4.3% | +12.3% | -8.1% | +1.3% |
| 3M | -19.6% | +13.8% | -33.4% | -22.3% |
| 6M | +29.5% | +24.3% | +5.2% | +22.0% |
| YTD | +3.4% | +75.8% | -72.4% | -10.5% |
| 1Y | +10.9% | +99.6% | -88.7% | -7.1% |
| 3Y | +74.8% | +278.4% | -203.6% | +24.3% |
| 5Y | +36.2% | +1,168.7% | -1,132.5% | -29.3% |
| 10Y | +263.7% | +297.5% | -33.8% | +97.0% |
| All | +263.7% | +304.2% | -40.5% | +97.0% |
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