-12.6%
NVDA vs QCOM
-0.3%
-12.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | -12.7% | +4.3% | -17.0% | -13.3% |
| 30D | -26.4% | -0.1% | -26.3% | -26.4% |
| 3M | -27.6% | +5.2% | -32.9% | -28.2% |
| 6M | -27.7% | -18.4% | -9.4% | -26.9% |
| YTD | -12.5% | +2.4% | -14.9% | -16.0% |
| 1Y | -12.6% | +0.9% | -13.5% | -15.7% |
| All | -12.6% | -0.3% | -12.3% | -15.7% |
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