+39.3%
QCOM vs CAPR
+200.7%
-161.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.6% | -5.9% | -9.4% |
| 7D | -15.5% | +29.7% | -45.2% | -15.8% |
| 30D | -13.4% | +11.0% | -24.4% | -13.6% |
| 3M | 0.0% | +118.8% | -118.8% | -1.4% |
| 6M | -15.2% | -73.9% | +58.7% | -14.6% |
| YTD | -6.9% | -70.2% | +63.3% | -6.5% |
| 1Y | -11.0% | +38.3% | -49.2% | -14.5% |
| All | +39.3% | +200.7% | -161.4% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling