+216.5%
QCOM vs FITB
+247.4%
-30.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -6.6% | +5.8% | -12.4% | -8.7% |
| 3M | +3.7% | -6.1% | +9.8% | +6.4% |
| 6M | -13.3% | +5.9% | -19.3% | -15.7% |
| YTD | -1.8% | +16.1% | -17.9% | -8.3% |
| 1Y | -2.5% | +28.8% | -31.3% | -12.8% |
| 3Y | +47.0% | +126.0% | -79.1% | +4.2% |
| 5Y | +13.1% | +45.3% | -32.2% | -6.6% |
| All | +216.5% | +247.4% | -30.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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