+250.3%
QCOM vs FFIV
+214.3%
+36.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.9% |
| 30D | +7.7% | -5.1% | +12.8% | +10.3% |
| 3M | -30.1% | -4.5% | -25.6% | -28.6% |
| 6M | +22.8% | +36.5% | -13.6% | +2.9% |
| YTD | +0.2% | +53.0% | -52.8% | -21.8% |
| 1Y | +7.9% | +24.2% | -16.4% | -6.6% |
| 3Y | +55.8% | +137.2% | -81.4% | -8.5% |
| 5Y | +30.1% | +91.8% | -61.7% | -15.3% |
| All | +250.3% | +214.3% | +36.0% | +72.3% |
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