+10,818.3%
QCOM vs NTAP
+23,159.9%
-12,341.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.4% |
| 7D | +2.0% | -2.4% | +4.4% | +2.9% |
| 30D | +1.2% | -23.4% | +24.7% | +10.8% |
| 3M | +9.1% | -7.5% | +16.7% | +11.5% |
| 6M | -25.0% | +56.4% | -81.4% | -36.4% |
| YTD | +4.8% | +73.6% | -68.8% | -14.5% |
| 1Y | +3.6% | +68.4% | -64.8% | -14.6% |
| 3Y | +51.5% | +150.6% | -99.1% | +8.2% |
| 5Y | +19.7% | +122.5% | -102.7% | -10.6% |
| 10Y | +245.8% | +589.7% | -343.9% | +69.7% |
| All | +10,818.3% | +23,159.9% | -12,341.7% | +1,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling