+51,000.2%
QCOM vs FISV
+5,492.5%
+45,507.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.2% |
| 7D | +5.8% | +22.3% | -16.5% | -3.0% |
| 30D | -2.3% | +39.2% | -41.5% | -15.5% |
| 3M | +2.7% | +21.2% | -18.5% | -6.4% |
| 6M | -21.0% | +14.5% | -35.5% | -28.0% |
| YTD | +1.8% | -5.4% | +7.2% | -0.5% |
| 1Y | +2.4% | -0.3% | +2.7% | -2.2% |
| 3Y | +52.1% | -46.8% | +98.9% | +68.3% |
| 5Y | +14.6% | -36.2% | +50.9% | +16.6% |
| 10Y | +230.9% | +26.4% | +204.5% | +141.3% |
| All | +51,000.2% | +5,492.5% | +45,507.7% | +11,780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling