+47.0%
QCOM vs FIS
-39.8%
+86.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +5.7% |
| 7D | +0.4% | -25.5% | +25.8% | +2.2% |
| 30D | -6.6% | -15.1% | +8.4% | -7.2% |
| 3M | +3.7% | -32.1% | +35.8% | +7.2% |
| 6M | -13.3% | -36.1% | +22.7% | -9.5% |
| YTD | -1.8% | -55.4% | +53.6% | +17.1% |
| 1Y | -2.5% | -53.9% | +51.4% | +14.7% |
| 3Y | +47.0% | -39.8% | +86.7% | +59.0% |
| All | +47.0% | -39.8% | +86.8% | +59.0% |
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