+14.6%
QCOM vs CAPR
+160.6%
-145.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.5% |
| 7D | +5.8% | +36.0% | -30.3% | +5.2% |
| 30D | -2.3% | +25.8% | -28.1% | -2.8% |
| 3M | +2.7% | +140.8% | -138.1% | +0.6% |
| 6M | -21.0% | -67.6% | +46.6% | -20.5% |
| YTD | +1.8% | -65.9% | +67.7% | +2.2% |
| 1Y | +2.4% | +66.1% | -63.7% | -4.0% |
| 3Y | +52.1% | +256.9% | -204.7% | +22.6% |
| 5Y | +14.6% | +172.1% | -157.5% | -14.0% |
| All | +14.6% | +160.6% | -145.9% | -14.0% |
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