+999.1%
QCOM vs FTI
+1,702.1%
-703.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.7% |
| 7D | +0.4% | -7.6% | +8.0% | +2.6% |
| 30D | -6.6% | -7.1% | +0.5% | -4.9% |
| 3M | +3.7% | -8.7% | +12.4% | +5.8% |
| 6M | -13.3% | -14.0% | +0.7% | -10.5% |
| YTD | -1.8% | +42.8% | -44.6% | -12.1% |
| 1Y | -2.5% | +50.4% | -52.9% | -14.0% |
| 3Y | +47.0% | +194.1% | -147.1% | +6.1% |
| 5Y | +13.1% | +775.2% | -762.1% | -42.2% |
| 10Y | +224.7% | +189.2% | +35.5% | +91.4% |
| All | +999.1% | +1,702.1% | -703.0% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling