+52.1%
QCOM vs FISV
-46.9%
+99.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.6% |
| 7D | +5.8% | +22.3% | -16.5% | +4.1% |
| 30D | -2.3% | +39.2% | -41.5% | -4.9% |
| 3M | +2.7% | +21.2% | -18.5% | +1.1% |
| 6M | -21.0% | +14.5% | -35.5% | -22.0% |
| YTD | +1.8% | -5.4% | +7.2% | +3.0% |
| 1Y | +2.4% | -0.3% | +2.7% | +2.8% |
| 3Y | +52.1% | -46.8% | +98.9% | +44.0% |
| All | +52.1% | -46.9% | +99.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling