+230.9%
QCOM vs FTI
+185.2%
+45.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.5% |
| 7D | +5.8% | -4.3% | +10.1% | +6.9% |
| 30D | -2.3% | -8.0% | +5.7% | -0.5% |
| 3M | +2.7% | -8.0% | +10.8% | +4.4% |
| 6M | -21.0% | -8.7% | -12.3% | -19.8% |
| YTD | +1.8% | +43.9% | -42.1% | -7.7% |
| 1Y | +2.4% | +49.8% | -47.4% | -8.1% |
| 3Y | +52.1% | +211.7% | -159.6% | +13.6% |
| 5Y | +14.6% | +781.6% | -766.9% | -34.7% |
| 10Y | +230.9% | +180.2% | +50.7% | +107.7% |
| All | +230.9% | +185.2% | +45.7% | +107.7% |
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