+30.9%
QCOM vs NTAP
+128.6%
-97.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -0.8% | +4.1% | +3.7% |
| 30D | +7.7% | -0.5% | +8.2% | +7.4% |
| 3M | -30.1% | +4.1% | -34.1% | -32.2% |
| 6M | +22.8% | +88.0% | -65.1% | -18.3% |
| YTD | +0.2% | +75.6% | -75.4% | -31.1% |
| 1Y | +7.9% | +58.9% | -51.1% | -21.0% |
| 3Y | +55.8% | +153.6% | -97.7% | -21.2% |
| All | +30.9% | +128.6% | -97.8% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling