+242.8%
QCOM vs FIS
-55.6%
+298.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | -27.4% | +32.9% | +16.4% |
| 30D | -1.1% | -16.8% | +15.7% | +2.5% |
| 3M | +7.6% | -32.6% | +40.2% | +21.2% |
| 6M | -20.1% | -33.4% | +13.3% | -10.9% |
| YTD | +3.0% | -56.0% | +59.1% | +38.1% |
| 1Y | +3.2% | -55.1% | +58.3% | +36.9% |
| 3Y | +48.9% | -41.4% | +90.3% | +68.2% |
| 5Y | +21.1% | -72.7% | +93.7% | +93.3% |
| 10Y | +242.8% | -55.5% | +298.2% | +361.3% |
| All | +242.8% | -55.6% | +298.3% | +361.3% |
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