+14.1%
QCOM vs CAPR
+172.3%
-158.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.3% | -2.5% |
| 7D | +4.3% | +5.9% | -1.6% | +4.1% |
| 30D | -0.1% | +44.6% | -44.7% | -0.9% |
| 3M | +5.2% | +126.4% | -121.1% | +3.1% |
| 6M | -18.4% | -68.6% | +50.2% | -17.9% |
| YTD | +2.4% | -67.0% | +69.4% | +2.8% |
| 1Y | +0.9% | +65.2% | -64.3% | -5.5% |
| 3Y | +48.4% | +235.6% | -187.2% | +20.0% |
| All | +14.1% | +172.3% | -158.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling