+230.9%
QCOM vs FFIV
+132.4%
+98.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.5% |
| 7D | +5.8% | -2.1% | +7.9% | +7.2% |
| 30D | -2.3% | -33.8% | +31.5% | +19.9% |
| 3M | +2.7% | -20.6% | +23.3% | +13.8% |
| 6M | -21.0% | -10.2% | -10.8% | -18.3% |
| YTD | +1.8% | +24.5% | -22.7% | -13.0% |
| 1Y | +2.4% | +29.3% | -26.9% | -14.5% |
| 3Y | +52.1% | +103.8% | -51.7% | -5.7% |
| 5Y | +14.6% | +40.9% | -26.2% | -13.9% |
| 10Y | +230.9% | +126.6% | +104.3% | +81.8% |
| All | +230.9% | +132.4% | +98.5% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling