+10,310.1%
NVDA vs QCOM
+237.1%
+10,073.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -7.9% | -6.6% |
| 7D | -11.6% | +5.8% | -17.4% | -15.0% |
| 30D | -22.1% | -2.3% | -19.8% | -21.6% |
| 3M | -20.1% | +2.7% | -22.8% | -23.3% |
| 6M | -16.8% | -21.0% | +4.2% | -11.5% |
| YTD | -4.0% | +1.8% | -5.8% | -18.6% |
| 1Y | -4.8% | +2.4% | -7.2% | -19.9% |
| 3Y | +281.7% | +52.1% | +229.6% | +131.7% |
| 5Y | +485.4% | +14.6% | +470.7% | +345.3% |
| 10Y | +10,310.1% | +230.9% | +10,079.2% | +4,013.8% |
| All | +10,310.1% | +237.1% | +10,073.0% | +4,013.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling