+38.2%
QCOM vs NTRS
+88.8%
-50.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | +4.9% | +0.3% | +4.6% | +4.7% |
| 30D | +9.3% | +0.2% | +9.2% | +9.1% |
| 3M | -7.0% | +13.2% | -20.2% | -13.3% |
| 6M | +32.0% | +36.9% | -4.9% | +10.2% |
| YTD | +5.0% | +39.1% | -34.1% | -13.3% |
| 1Y | +13.6% | +50.4% | -36.8% | -10.4% |
| 3Y | +77.6% | +166.8% | -89.2% | -0.1% |
| 5Y | +38.2% | +92.9% | -54.7% | -7.8% |
| All | +38.2% | +88.8% | -50.5% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling