+13.5%
QCOM vs FISV
-64.1%
+77.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.7% | +1.4% |
| 7D | +4.4% | -6.4% | +10.8% | +4.4% |
| 30D | +9.4% | -6.8% | +16.2% | +9.4% |
| 3M | -13.7% | -10.0% | -3.7% | -13.3% |
| 6M | +28.9% | -20.6% | +49.5% | +30.3% |
| YTD | +4.7% | -27.6% | +32.3% | +6.7% |
| 1Y | +13.5% | -64.3% | +77.8% | +20.4% |
| All | +13.5% | -64.1% | +77.6% | +20.4% |
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