+320.8%
QCOM vs FIVE
+868.1%
-547.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.2% |
| 7D | +3.3% | +4.3% | -0.9% | +2.2% |
| 30D | +7.7% | +12.5% | -4.8% | +4.4% |
| 3M | -30.1% | +31.2% | -61.3% | -35.0% |
| 6M | +22.8% | +14.4% | +8.5% | +17.2% |
| YTD | +0.2% | +33.9% | -33.7% | -8.3% |
| 1Y | +7.9% | +65.1% | -57.2% | -6.7% |
| 3Y | +55.8% | +49.0% | +6.9% | +29.3% |
| 5Y | +30.1% | +30.3% | -0.2% | +8.9% |
| 10Y | +248.9% | +481.1% | -232.2% | +118.1% |
| All | +320.8% | +868.1% | -547.3% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling