+1,119.4%
NBIS vs QCOM
+7.1%
+1,112.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.2% | +4.6% | +5.9% |
| 7D | +22.2% | +5.1% | +17.2% | +18.9% |
| 30D | +29.7% | +4.3% | +25.5% | +26.8% |
| 3M | +11.9% | -19.6% | +31.5% | +26.0% |
| 6M | +173.0% | +29.5% | +143.5% | +98.5% |
| YTD | +191.4% | +3.4% | +188.0% | +160.8% |
| 1Y | +280.7% | +10.9% | +269.8% | +214.2% |
| All | +1,119.4% | +7.1% | +1,112.3% | +978.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling