+543.2%
NBIS vs QCOM
+9.0%
+534.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +0.3% | -17.2% | -17.0% |
| 7D | +6.9% | +13.0% | -6.1% | -0.4% |
| 30D | -37.8% | +0.2% | -38.0% | -37.3% |
| 3M | -50.4% | +9.2% | -59.6% | -52.7% |
| 6M | -28.2% | -15.0% | -13.2% | -23.8% |
| YTD | +53.7% | +5.2% | +48.5% | +36.3% |
| 1Y | +36.3% | +2.4% | +34.0% | +24.0% |
| All | +543.2% | +9.0% | +534.2% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling