+281.8%
QCOM vs FISV
-4.3%
+286.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.7% | +2.8% |
| 7D | +4.4% | -6.4% | +10.8% | +6.6% |
| 30D | +9.4% | -6.8% | +16.2% | +11.7% |
| 3M | -13.7% | -10.0% | -3.7% | -11.8% |
| 6M | +28.9% | -20.6% | +49.5% | +36.2% |
| YTD | +4.7% | -27.6% | +32.3% | +14.4% |
| 1Y | +13.5% | -64.3% | +77.8% | +54.2% |
| 3Y | +77.1% | -60.0% | +137.1% | +108.2% |
| 5Y | +38.9% | -57.7% | +96.6% | +55.1% |
| 10Y | +281.8% | -3.0% | +284.8% | +197.3% |
| All | +281.8% | -4.3% | +286.1% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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