+239.3%
QCOM vs NTR
+98.7%
+140.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +1.1% |
| 7D | +4.9% | -2.5% | +7.4% | +5.8% |
| 30D | +9.3% | +17.0% | -7.7% | +3.4% |
| 3M | -7.0% | +22.2% | -29.2% | -13.9% |
| 6M | +32.0% | +5.2% | +26.8% | +27.9% |
| YTD | +5.0% | +29.7% | -24.6% | -6.4% |
| 1Y | +13.6% | +39.4% | -25.8% | -2.0% |
| 3Y | +77.6% | +38.2% | +39.4% | +50.1% |
| 5Y | +38.2% | +47.6% | -9.4% | +5.7% |
| All | +239.3% | +98.7% | +140.6% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling