-2.5%
QCOM vs CAPR
+43.1%
-45.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +5.5% |
| 7D | +0.4% | +41.1% | -40.7% | 0.0% |
| 30D | -6.6% | +11.1% | -17.7% | -6.8% |
| 3M | +3.7% | +115.3% | -111.6% | +2.6% |
| 6M | -13.3% | -73.8% | +60.5% | -13.0% |
| YTD | -1.8% | -68.8% | +67.0% | -1.6% |
| 1Y | -2.5% | +43.3% | -45.8% | -4.9% |
| All | -2.5% | +43.1% | -45.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling