+1,031.9%
NBIS vs QCOM
+3.8%
+1,028.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.4% |
| 7D | +8.2% | +3.3% | +4.9% | +6.2% |
| 30D | +3.4% | +7.7% | -4.3% | -1.2% |
| 3M | -12.8% | -30.1% | +17.2% | +5.8% |
| 6M | +131.5% | +22.8% | +108.7% | +74.9% |
| YTD | +170.5% | +0.2% | +170.3% | +146.3% |
| 1Y | +248.8% | +7.9% | +240.9% | +191.7% |
| All | +1,031.9% | +3.8% | +1,028.1% | +918.0% |
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