+10,334.1%
QCOM vs NTAP
+23,420.6%
-13,086.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | +7.7% | -0.5% | +8.2% | +7.6% |
| 3M | -30.1% | +4.1% | -34.1% | -31.1% |
| 6M | +22.8% | +88.0% | -65.1% | -1.8% |
| YTD | +0.2% | +75.6% | -75.4% | -18.3% |
| 1Y | +7.9% | +58.9% | -51.1% | -9.0% |
| 3Y | +55.8% | +153.6% | -97.7% | +11.3% |
| 5Y | +30.1% | +127.6% | -97.6% | -3.3% |
| 10Y | +248.9% | +580.4% | -331.5% | +72.3% |
| All | +10,334.1% | +23,420.6% | -13,086.5% | +1,220.5% |
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