+245.8%
QCOM vs FTI
+180.1%
+65.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | +1.2% | -6.3% | +7.5% | +2.6% |
| 3M | +9.1% | -13.1% | +22.3% | +12.5% |
| 6M | -25.0% | -8.0% | -17.0% | -24.0% |
| YTD | +4.8% | +47.1% | -42.2% | -5.5% |
| 1Y | +3.6% | +50.7% | -47.1% | -7.2% |
| 3Y | +51.5% | +209.0% | -157.5% | +13.2% |
| 5Y | +19.7% | +847.0% | -827.3% | -33.0% |
| 10Y | +245.8% | +184.3% | +61.5% | +116.9% |
| All | +245.8% | +180.1% | +65.7% | +116.9% |
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