+1,913.2%
QCOM vs FFIV
+7,518.9%
-5,605.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -1.0% | +4.3% | +3.6% |
| 30D | +7.7% | -5.1% | +12.8% | +9.0% |
| 3M | -30.1% | -4.5% | -25.6% | -29.3% |
| 6M | +22.8% | +36.5% | -13.6% | +13.0% |
| YTD | +0.2% | +53.0% | -52.8% | -10.8% |
| 1Y | +7.9% | +24.2% | -16.4% | +1.0% |
| 3Y | +55.8% | +137.2% | -81.4% | +22.9% |
| 5Y | +30.1% | +91.8% | -61.7% | +8.7% |
| 10Y | +248.9% | +215.2% | +33.7% | +155.3% |
| All | +1,913.2% | +7,518.9% | -5,605.7% | +471.6% |
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