+1,021.2%
QCOM vs FTI
+2,165.1%
-1,143.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | +5.3% | -1.9% | +1.9% |
| 30D | +7.7% | +15.3% | -7.6% | +3.5% |
| 3M | -30.1% | +15.8% | -45.8% | -33.0% |
| 6M | +22.8% | +22.6% | +0.3% | +15.3% |
| YTD | +0.2% | +79.5% | -79.4% | -15.4% |
| 1Y | +7.9% | +102.0% | -94.2% | -12.1% |
| 3Y | +55.8% | +315.8% | -260.0% | +2.5% |
| 5Y | +30.1% | +1,129.5% | -1,099.4% | -39.6% |
| 10Y | +248.9% | +320.9% | -72.1% | +85.4% |
| All | +1,021.2% | +2,165.1% | -1,143.9% | +155.0% |
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