-2.5%
QCOM vs FIVE
+55.9%
-58.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.0% |
| 3M | +3.7% | +4.0% | -0.3% | +3.1% |
| 6M | -13.3% | +2.6% | -15.9% | -13.4% |
| YTD | -1.8% | +27.6% | -29.4% | -6.6% |
| 1Y | -2.5% | +59.9% | -62.5% | -10.1% |
| All | -2.5% | +55.9% | -58.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling