+282.9%
QCOM vs NTRS
+259.9%
+23.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +7.8% | +1.4% | +6.5% | +7.1% |
| 30D | +12.2% | -0.7% | +12.8% | +12.5% |
| 3M | -9.9% | +11.3% | -21.2% | -15.0% |
| 6M | +36.9% | +35.5% | +1.4% | +16.1% |
| YTD | +8.0% | +40.6% | -32.5% | -10.3% |
| 1Y | +15.0% | +49.2% | -34.2% | -7.5% |
| 3Y | +75.8% | +167.2% | -91.4% | +2.9% |
| 5Y | +42.2% | +94.9% | -52.8% | -4.4% |
| All | +282.9% | +259.9% | +23.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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