+10.9%
QCOM vs NTAP
+61.9%
-51.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.3% |
| 7D | +5.1% | +3.3% | +1.8% | +3.5% |
| 30D | +4.3% | -0.2% | +4.5% | +4.0% |
| 3M | -19.6% | +11.4% | -31.0% | -24.3% |
| 6M | +29.5% | +88.7% | -59.2% | -9.0% |
| YTD | +3.4% | +78.9% | -75.6% | -25.3% |
| 1Y | +10.9% | +58.8% | -47.9% | -11.2% |
| All | +10.9% | +61.9% | -51.0% | -11.2% |
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