+52.4%
QCOM vs NTAP
+154.9%
-102.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +13.0% | +9.9% | +3.1% | +8.0% |
| 30D | +0.2% | -22.1% | +22.3% | +12.6% |
| 3M | +9.2% | -7.7% | +16.9% | +12.5% |
| 6M | -15.0% | +60.9% | -75.9% | -35.2% |
| YTD | +5.2% | +76.4% | -71.3% | -24.0% |
| 1Y | +2.4% | +69.3% | -67.0% | -24.5% |
| All | +52.4% | +154.9% | -102.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling