+37.1%
QCOM vs NTR
+55.5%
-18.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +2.8% |
| 7D | +5.1% | +3.8% | +1.2% | +4.1% |
| 30D | +4.3% | +25.2% | -21.0% | -1.7% |
| 3M | -19.6% | +21.0% | -40.6% | -23.8% |
| 6M | +29.5% | +7.6% | +21.9% | +25.9% |
| YTD | +3.4% | +32.9% | -29.5% | -5.8% |
| 1Y | +10.9% | +43.1% | -32.2% | -1.5% |
| 3Y | +74.8% | +41.6% | +33.2% | +52.9% |
| All | +37.1% | +55.5% | -18.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling