+1,101.8%
NBIS vs QCOM
+8.5%
+1,093.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -2.2% |
| 7D | +17.8% | +4.4% | +13.4% | +15.0% |
| 30D | +30.5% | +9.4% | +21.2% | +24.2% |
| 3M | +9.2% | -13.7% | +22.9% | +18.7% |
| 6M | +153.2% | +28.9% | +124.3% | +85.6% |
| YTD | +187.1% | +4.7% | +182.4% | +155.1% |
| 1Y | +151.1% | +13.5% | +137.6% | +104.2% |
| All | +1,101.8% | +8.5% | +1,093.2% | +954.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling