+242.8%
QCOM vs FIVE
+562.8%
-320.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | +7.3% | -1.8% | +3.5% |
| 30D | -1.1% | +18.1% | -19.2% | -5.7% |
| 3M | +7.6% | +7.7% | -0.1% | +4.9% |
| 6M | -20.1% | +13.6% | -33.7% | -23.9% |
| YTD | +3.0% | +34.6% | -31.6% | -7.5% |
| 1Y | +3.2% | +66.2% | -63.0% | -13.2% |
| 3Y | +48.9% | +43.5% | +5.4% | +20.9% |
| 5Y | +21.1% | +20.7% | +0.4% | +0.3% |
| 10Y | +242.8% | +541.5% | -298.7% | +90.8% |
| All | +242.8% | +562.8% | -320.0% | +90.8% |
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