+11.2%
QCOM vs FTI
+776.4%
-765.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.7% |
| 7D | +0.4% | -7.6% | +8.0% | +2.5% |
| 30D | -6.6% | -7.1% | +0.5% | -5.0% |
| 3M | +3.7% | -8.7% | +12.4% | +5.7% |
| 6M | -13.3% | -14.0% | +0.7% | -10.7% |
| YTD | -1.8% | +42.8% | -44.6% | -12.3% |
| 1Y | -2.5% | +50.4% | -52.9% | -14.2% |
| 3Y | +47.0% | +194.1% | -147.1% | +7.3% |
| All | +11.2% | +776.4% | -765.2% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling