+303.7%
QCOM vs USFD
+329.0%
-25.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.0% | +6.3% | +4.2% |
| 30D | +7.7% | +3.5% | +4.2% | +6.5% |
| 3M | -30.1% | +26.6% | -56.6% | -35.1% |
| 6M | +22.8% | +11.7% | +11.1% | +17.9% |
| YTD | +0.2% | +38.1% | -37.9% | -10.4% |
| 1Y | +7.9% | +33.4% | -25.5% | -2.8% |
| 3Y | +55.8% | +155.8% | -100.0% | +15.6% |
| 5Y | +30.1% | +214.0% | -184.0% | -9.3% |
| 10Y | +248.9% | +320.4% | -71.5% | +112.3% |
| All | +303.7% | +329.0% | -25.3% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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