+47.0%
QCOM vs SAP
+75.3%
-28.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.7% | +6.7% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | -6.6% | +11.1% | -17.7% | -9.8% |
| 3M | +3.7% | +17.0% | -13.3% | -1.8% |
| 6M | -13.3% | +34.8% | -48.2% | -22.7% |
| YTD | -1.8% | -2.2% | +0.4% | +1.4% |
| 1Y | -2.5% | -6.4% | +3.9% | +3.5% |
| 3Y | +47.0% | +75.1% | -28.2% | +6.7% |
| All | +47.0% | +75.3% | -28.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · 6 months rolling