+10,128.2%
QCOM vs NTAP
+21,390.6%
-11,262.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +0.4% | -15.1% | +15.4% | +6.1% |
| 30D | -6.6% | -28.1% | +21.5% | +4.4% |
| 3M | +3.7% | -11.4% | +15.1% | +7.4% |
| 6M | -13.3% | +52.2% | -65.5% | -25.8% |
| YTD | -1.8% | +60.4% | -62.2% | -17.7% |
| 1Y | -2.5% | +51.0% | -53.5% | -16.7% |
| 3Y | +47.0% | +135.6% | -88.6% | +7.2% |
| 5Y | +13.1% | +107.5% | -94.4% | -13.5% |
| 10Y | +224.7% | +608.6% | -383.9% | +58.2% |
| All | +10,128.2% | +21,390.6% | -11,262.4% | +1,230.1% |
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 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