+216.5%
QCOM vs CAPR
-68.5%
+285.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +5.4% |
| 7D | +0.4% | +41.1% | -40.7% | -0.3% |
| 30D | -6.6% | +11.1% | -17.7% | -6.9% |
| 3M | +3.7% | +115.3% | -111.6% | +1.8% |
| 6M | -13.3% | -73.8% | +60.5% | -12.4% |
| YTD | -1.8% | -68.8% | +67.0% | -1.2% |
| 1Y | -2.5% | +43.3% | -45.8% | -8.3% |
| 3Y | +47.0% | +214.7% | -167.7% | +31.9% |
| 5Y | +13.1% | +141.3% | -128.2% | +0.8% |
| All | +216.5% | -68.5% | +285.0% | +166.8% |
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