+251.9%
QCOM vs CAPR
-63.2%
+315.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.7% | +9.1% | +0.5% |
| 7D | +13.0% | +19.1% | -6.1% | +12.5% |
| 30D | +0.2% | +48.8% | -48.7% | -0.7% |
| 3M | +9.2% | +144.4% | -135.2% | +6.8% |
| 6M | -15.0% | -67.5% | +52.5% | -14.5% |
| YTD | +5.2% | -64.5% | +69.7% | +5.4% |
| 1Y | +2.4% | +74.4% | -72.1% | -4.3% |
| 3Y | +52.0% | +265.7% | -213.7% | +35.8% |
| 5Y | +19.7% | +196.0% | -176.2% | +6.2% |
| All | +251.9% | -63.2% | +315.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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