+216.5%
QCOM vs FIVE
+563.4%
-347.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -6.6% | +17.7% | -24.3% | -10.8% |
| 3M | +3.7% | +4.0% | -0.3% | +2.2% |
| 6M | -13.3% | +2.6% | -15.9% | -15.1% |
| YTD | -1.8% | +27.6% | -29.4% | -10.4% |
| 1Y | -2.5% | +59.9% | -62.5% | -17.1% |
| 3Y | +47.0% | +35.8% | +11.2% | +21.4% |
| 5Y | +13.1% | +14.4% | -1.3% | -4.8% |
| All | +216.5% | +563.4% | -347.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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