+3.2%
QCOM vs FFIV
+28.6%
-25.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +5.5% | -4.2% | +9.7% | +7.5% |
| 30D | -1.1% | -33.9% | +32.7% | +14.7% |
| 3M | +7.6% | -22.6% | +30.2% | +16.2% |
| 6M | -20.1% | -10.4% | -9.7% | -18.0% |
| YTD | +3.0% | +24.3% | -21.3% | -5.3% |
| 1Y | +3.2% | +31.8% | -28.5% | -6.9% |
| All | +3.2% | +28.6% | -25.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling