+245.8%
QCOM vs NTAP
+597.8%
-351.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | -0.2% |
| 7D | +2.0% | -2.4% | +4.4% | +3.3% |
| 30D | +1.2% | -23.4% | +24.7% | +14.8% |
| 3M | +9.1% | -7.5% | +16.7% | +12.3% |
| 6M | -25.0% | +56.4% | -81.4% | -41.3% |
| YTD | +4.8% | +73.6% | -68.8% | -22.5% |
| 1Y | +3.6% | +68.4% | -64.8% | -22.3% |
| 3Y | +51.5% | +150.6% | -99.1% | -8.4% |
| 5Y | +19.7% | +122.5% | -102.7% | -24.3% |
| 10Y | +245.8% | +589.7% | -343.9% | +34.4% |
| All | +245.8% | +597.8% | -351.9% | +34.4% |
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