+9,066.2%
QCOM vs SAP
+2,233.8%
+6,832.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | -2.9% | +6.2% | +4.6% |
| 30D | +7.7% | +9.0% | -1.3% | +3.5% |
| 3M | -30.1% | +14.9% | -45.0% | -35.4% |
| 6M | +22.8% | +11.9% | +10.9% | +13.3% |
| YTD | +0.2% | -9.9% | +10.1% | +0.6% |
| 1Y | +7.9% | -19.5% | +27.4% | +14.0% |
| 3Y | +55.8% | +61.8% | -6.0% | +19.7% |
| 5Y | +30.1% | +56.2% | -26.1% | +1.3% |
| 10Y | +248.9% | +180.6% | +68.3% | +106.3% |
| All | +9,066.2% | +2,233.8% | +6,832.4% | +2,594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling