+1,770.2%
QCOM vs FFIV
+5,982.7%
-4,212.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.5% | -4.0% | -8.1% |
| 7D | -15.5% | -14.2% | -1.2% | -11.8% |
| 30D | -13.4% | -33.6% | +20.2% | -4.1% |
| 3M | 0.0% | -24.2% | +24.3% | +6.9% |
| 6M | -15.2% | -8.3% | -6.9% | -13.7% |
| YTD | -6.9% | +22.1% | -29.1% | -12.5% |
| 1Y | -11.0% | +26.5% | -37.4% | -17.1% |
| 3Y | +39.8% | +102.3% | -62.6% | +14.5% |
| 5Y | +7.2% | +40.6% | -33.4% | -3.3% |
| 10Y | +207.7% | +129.7% | +78.0% | +143.3% |
| All | +1,770.2% | +5,982.7% | -4,212.6% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling