+30.9%
QCOM vs SAP
+55.2%
-24.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | -2.9% | +6.2% | +4.7% |
| 30D | +7.7% | +9.0% | -1.3% | +3.1% |
| 3M | -30.1% | +14.9% | -45.0% | -35.1% |
| 6M | +22.8% | +11.9% | +10.9% | +13.7% |
| YTD | +0.2% | -9.9% | +10.1% | +4.2% |
| 1Y | +7.9% | -19.5% | +27.4% | +21.2% |
| 3Y | +55.8% | +61.8% | -6.0% | +4.0% |
| All | +30.9% | +55.2% | -24.4% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling