+216.5%
QCOM vs FIS
-54.4%
+270.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.4% |
| 7D | +0.4% | -25.5% | +25.8% | +9.5% |
| 30D | -6.6% | -15.1% | +8.4% | -4.0% |
| 3M | +3.7% | -32.1% | +35.8% | +16.5% |
| 6M | -13.3% | -36.1% | +22.7% | -1.9% |
| YTD | -1.8% | -55.4% | +53.6% | +30.9% |
| 1Y | -2.5% | -53.9% | +51.4% | +27.8% |
| 3Y | +47.0% | -39.8% | +86.7% | +64.0% |
| 5Y | +13.1% | -71.1% | +84.2% | +75.3% |
| All | +216.5% | -54.4% | +270.9% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling