+51,781.0%
QCOM vs NTRS
+4,674.8%
+47,106.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.6% |
| 7D | +5.1% | +1.7% | +3.4% | +4.2% |
| 30D | +4.3% | +0.1% | +4.1% | +4.1% |
| 3M | -19.6% | +9.8% | -29.5% | -23.1% |
| 6M | +29.5% | +34.7% | -5.2% | +12.3% |
| YTD | +3.4% | +37.4% | -34.0% | -11.3% |
| 1Y | +10.9% | +48.2% | -37.2% | -8.1% |
| 3Y | +74.8% | +163.5% | -88.7% | +10.3% |
| 5Y | +36.2% | +88.2% | -52.0% | -1.8% |
| 10Y | +263.7% | +246.8% | +16.9% | +90.6% |
| All | +51,781.0% | +4,674.8% | +47,106.1% | +10,595.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling