+39.3%
QCOM vs FIVE
+35.4%
+3.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.3% | -5.2% | -8.5% |
| 7D | -15.5% | -1.7% | -13.7% | -15.0% |
| 30D | -13.4% | +14.9% | -28.3% | -15.9% |
| 3M | 0.0% | +7.6% | -7.6% | -1.8% |
| 6M | -15.2% | +6.4% | -21.6% | -17.1% |
| YTD | -6.9% | +28.1% | -35.0% | -13.3% |
| 1Y | -11.0% | +54.7% | -65.7% | -20.9% |
| All | +39.3% | +35.4% | +3.9% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling