+21.1%
QCOM vs SAP
+72.8%
-51.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.9% |
| 7D | +5.5% | +1.5% | +4.0% | +4.6% |
| 30D | -1.1% | +8.8% | -10.0% | -5.3% |
| 3M | +7.6% | +12.1% | -4.5% | +1.1% |
| 6M | -20.1% | +34.6% | -54.6% | -33.2% |
| YTD | +3.0% | -2.1% | +5.1% | +2.7% |
| 1Y | +3.2% | -5.5% | +8.8% | +5.5% |
| 3Y | +48.9% | +67.4% | -18.6% | -2.1% |
| 5Y | +21.1% | +74.6% | -53.5% | -25.0% |
| All | +21.1% | +72.8% | -51.8% | -25.0% |
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