+54.3%
QCOM vs CAPR
+40.5%
+13.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +3.3% | -2.0% | +5.3% | +3.4% |
| 30D | +7.7% | +139.2% | -131.5% | +6.2% |
| 3M | -30.1% | -66.4% | +36.3% | -29.7% |
| 6M | +22.8% | -63.1% | +86.0% | +23.2% |
| YTD | +0.2% | -67.4% | +67.6% | +0.6% |
| 1Y | +7.9% | +58.2% | -50.4% | +3.2% |
| All | +54.3% | +40.5% | +13.8% | +38.5% |
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