+48.4%
QCOM vs FFIV
+95.4%
-47.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.6% |
| 30D | -0.1% | -32.4% | +32.3% | +16.6% |
| 3M | +5.2% | -25.7% | +30.9% | +17.5% |
| 6M | -18.4% | -13.5% | -4.8% | -14.9% |
| YTD | +2.4% | +21.1% | -18.7% | -8.4% |
| 1Y | +0.9% | +29.4% | -28.5% | -12.5% |
| 3Y | +48.4% | +94.9% | -46.5% | +10.2% |
| All | +48.4% | +95.4% | -47.0% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling