+242.6%
QCOM vs FIVE
+504.2%
-261.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +4.3% | +2.7% | +1.6% | +3.5% |
| 30D | -0.1% | +12.7% | -12.8% | -3.4% |
| 3M | +5.2% | +2.1% | +3.2% | +4.2% |
| 6M | -18.4% | +17.5% | -35.8% | -22.9% |
| YTD | +2.4% | +31.0% | -28.6% | -7.4% |
| 1Y | +0.9% | +67.7% | -66.8% | -15.5% |
| 3Y | +48.4% | +43.4% | +5.0% | +20.4% |
| 5Y | +16.6% | +18.1% | -1.5% | -2.8% |
| All | +242.6% | +504.2% | -261.5% | +93.3% |
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