+216.5%
QCOM vs FFIV
+126.1%
+90.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +0.4% | -8.1% | +8.5% | +5.1% |
| 30D | -6.6% | -33.4% | +26.8% | +14.1% |
| 3M | +3.7% | -24.7% | +28.4% | +18.1% |
| 6M | -13.3% | -8.8% | -4.5% | -11.0% |
| YTD | -1.8% | +21.8% | -23.6% | -15.1% |
| 1Y | -2.5% | +25.3% | -27.8% | -17.2% |
| 3Y | +47.0% | +101.2% | -54.2% | -8.3% |
| 5Y | +13.1% | +40.2% | -27.1% | -14.8% |
| All | +216.5% | +126.1% | +90.4% | +75.3% |
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