+263.7%
QCOM vs NTAP
+583.2%
-319.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.3% |
| 7D | +5.1% | +3.3% | +1.8% | +3.4% |
| 30D | +4.3% | -0.2% | +4.5% | +4.0% |
| 3M | -19.6% | +11.4% | -31.0% | -24.2% |
| 6M | +29.5% | +88.7% | -59.2% | -6.7% |
| YTD | +3.4% | +78.9% | -75.6% | -24.1% |
| 1Y | +10.9% | +58.8% | -47.9% | -13.6% |
| 3Y | +74.8% | +153.5% | -78.8% | +6.1% |
| 5Y | +36.2% | +136.7% | -100.6% | -15.4% |
| 10Y | +263.7% | +590.2% | -326.4% | +44.9% |
| All | +263.7% | +583.2% | -319.4% | +44.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling