+34.4%
NVDA vs QCOM
+10.3%
+24.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | +3.3% | +2.6% | +5.4% |
| 30D | +5.1% | +7.7% | -2.6% | +4.1% |
| 3M | +5.4% | -30.1% | +35.4% | +9.4% |
| 6M | +26.0% | +22.8% | +3.2% | +15.5% |
| YTD | +23.7% | +0.2% | +23.5% | +19.5% |
| 1Y | +34.4% | +7.9% | +26.5% | +27.2% |
| All | +34.4% | +10.3% | +24.1% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling