+52.1%
QCOM vs FFIV
+103.5%
-51.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +2.7% |
| 7D | +5.8% | -2.1% | +7.9% | +7.0% |
| 30D | -2.3% | -33.8% | +31.5% | +15.2% |
| 3M | +2.7% | -20.6% | +23.3% | +11.3% |
| 6M | -21.0% | -10.2% | -10.8% | -18.9% |
| YTD | +1.8% | +24.5% | -22.7% | -10.1% |
| 1Y | +2.4% | +29.3% | -26.9% | -11.2% |
| 3Y | +52.1% | +103.8% | -51.7% | +8.8% |
| All | +52.1% | +103.5% | -51.3% | +8.8% |
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 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