+603.8%
QCOM vs CAPR
-99.1%
+702.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -30.1% | -66.4% | +36.3% | -29.7% |
| 6M | +22.8% | -63.1% | +86.0% | +23.3% |
| YTD | +0.2% | -67.4% | +67.6% | +0.6% |
| 1Y | +7.9% | +58.2% | -50.4% | +2.9% |
| 3Y | +55.8% | +42.2% | +13.6% | +46.4% |
| 5Y | +30.1% | +87.3% | -57.2% | +20.9% |
| 10Y | +248.9% | -75.3% | +324.2% | +215.3% |
| All | +603.8% | -99.1% | +702.8% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling