+15.0%
QCOM vs NTRS
+51.4%
-36.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +7.8% | +1.4% | +6.5% | +7.3% |
| 30D | +12.2% | -0.7% | +12.8% | +12.4% |
| 3M | -9.9% | +11.3% | -21.2% | -14.2% |
| 6M | +36.9% | +35.5% | +1.4% | +18.1% |
| YTD | +8.0% | +40.6% | -32.5% | -9.2% |
| 1Y | +15.0% | +49.2% | -34.2% | -6.8% |
| All | +15.0% | +51.4% | -36.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling