+54.3%
QCOM vs FIS
-19.7%
+73.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | +7.7% | -2.2% | +9.9% | +8.1% |
| 3M | -30.1% | +2.1% | -32.2% | -30.8% |
| 6M | +22.8% | -14.7% | +37.5% | +27.8% |
| YTD | +0.2% | -35.7% | +35.9% | +16.4% |
| 1Y | +7.9% | -37.1% | +44.9% | +26.0% |
| All | +54.3% | -19.7% | +73.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling