+3.6%
QCOM vs FTI
+50.1%
-46.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +2.0% | +1.4% | +0.6% | +1.7% |
| 30D | +1.2% | -6.3% | +7.5% | +1.8% |
| 3M | +9.1% | -13.1% | +22.3% | +10.8% |
| 6M | -25.0% | -8.0% | -17.0% | -24.9% |
| YTD | +4.8% | +47.1% | -42.2% | -9.7% |
| 1Y | +3.6% | +50.7% | -47.1% | -12.2% |
| All | +3.6% | +50.1% | -46.5% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling