+223.5%
QCOM vs USFR
+28.5%
+195.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -6.6% | +0.4% | -7.0% | -6.7% |
| 3M | +3.7% | +1.1% | +2.6% | +3.4% |
| 6M | -13.3% | +2.1% | -15.4% | -13.8% |
| YTD | -1.8% | +3.4% | -5.2% | -2.7% |
| 1Y | -2.5% | +4.1% | -6.6% | -3.6% |
| 3Y | +47.0% | +14.4% | +32.6% | +41.0% |
| 5Y | +13.1% | +21.3% | -8.2% | +6.1% |
| 10Y | +224.7% | +28.5% | +196.2% | +199.1% |
| All | +223.5% | +28.5% | +195.0% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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