+11.2%
QCOM vs FIVE
+14.2%
-3.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | +3.7% | +4.0% | -0.3% | +2.1% |
| 6M | -13.3% | +2.6% | -15.9% | -15.0% |
| YTD | -1.8% | +27.6% | -29.4% | -10.7% |
| 1Y | -2.5% | +59.9% | -62.5% | -17.6% |
| 3Y | +47.0% | +35.8% | +11.2% | +21.3% |
| All | +11.2% | +14.2% | -3.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling