+570.0%
NBIS vs QCOM
+6.8%
+563.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -6.0% |
| 7D | -11.6% | +5.5% | -17.2% | -14.1% |
| 30D | -39.4% | -1.1% | -38.3% | -38.4% |
| 3M | -27.2% | +7.6% | -34.8% | -30.1% |
| 6M | -24.3% | -20.1% | -4.2% | -17.2% |
| YTD | +60.1% | +3.0% | +57.0% | +43.6% |
| 1Y | +21.9% | +3.2% | +18.6% | +8.8% |
| All | +570.0% | +6.8% | +563.2% | +493.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling