+2.3%
QCOM vs NTAP
+66.6%
-64.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +6.0% |
| 7D | -5.3% | -16.1% | +10.7% | +1.8% |
| 30D | -4.2% | -15.9% | +11.7% | +2.6% |
| 3M | +7.0% | -1.2% | +8.3% | +6.7% |
| 6M | +3.8% | +70.1% | -66.3% | -21.6% |
| YTD | +2.8% | +77.9% | -75.1% | -23.8% |
| 1Y | +2.3% | +68.1% | -65.8% | -21.1% |
| All | +2.3% | +66.6% | -64.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling