+230.0%
QCOM vs USFR
+27.5%
+202.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +7.7% | +0.3% | +7.4% | +7.6% |
| 3M | -30.1% | +1.0% | -31.1% | -30.2% |
| 6M | +22.8% | +1.9% | +20.9% | +22.2% |
| YTD | +0.2% | +2.6% | -2.4% | -0.5% |
| 1Y | +7.9% | +4.0% | +3.8% | +6.7% |
| 3Y | +55.8% | +14.1% | +41.7% | +49.6% |
| 5Y | +30.1% | +20.4% | +9.7% | +22.2% |
| 10Y | +248.9% | +28.0% | +220.9% | +221.6% |
| All | +230.0% | +27.5% | +202.5% | +204.4% |
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