+245.8%
QCOM vs FISV
+28.5%
+217.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.4% |
| 7D | +2.0% | +3.0% | -1.0% | +0.9% |
| 30D | +1.2% | +38.8% | -37.5% | -9.8% |
| 3M | +9.1% | +21.2% | -12.1% | +1.4% |
| 6M | -25.0% | +17.5% | -42.5% | -30.8% |
| YTD | +4.8% | -4.9% | +9.7% | +3.9% |
| 1Y | +3.6% | -0.6% | +4.2% | +0.8% |
| 3Y | +51.5% | -47.4% | +98.9% | +61.4% |
| 5Y | +19.7% | -36.0% | +55.8% | +13.0% |
| 10Y | +245.8% | +27.1% | +218.7% | +124.7% |
| All | +245.8% | +28.5% | +217.4% | +124.7% |
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