+230.9%
QCOM vs NTAP
+608.6%
-377.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.7% |
| 7D | +5.8% | -5.0% | +10.8% | +8.5% |
| 30D | -2.3% | -25.8% | +23.5% | +12.5% |
| 3M | +2.7% | -6.9% | +9.6% | +5.1% |
| 6M | -21.0% | +50.0% | -71.0% | -36.9% |
| YTD | +1.8% | +66.9% | -65.1% | -23.3% |
| 1Y | +2.4% | +58.3% | -55.8% | -20.8% |
| 3Y | +52.1% | +145.1% | -93.0% | -6.9% |
| 5Y | +14.6% | +114.2% | -99.6% | -26.1% |
| 10Y | +230.9% | +576.6% | -345.7% | +30.5% |
| All | +230.9% | +608.6% | -377.7% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling