+2.4%
QCOM vs FISV
-4.2%
+6.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.1% |
| 7D | +13.0% | -2.0% | +15.0% | +12.9% |
| 30D | +0.2% | +31.8% | -31.6% | +2.2% |
| 3M | +9.2% | +19.3% | -10.1% | +10.9% |
| 6M | -15.0% | +12.1% | -27.1% | -13.0% |
| YTD | +5.2% | -8.4% | +13.6% | +14.8% |
| 1Y | +2.4% | -4.5% | +6.8% | +8.8% |
| All | +2.4% | -4.2% | +6.6% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling