+34.3%
NVDA vs QCOM
+10.9%
+23.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.4% |
| 7D | +3.8% | +5.1% | -1.2% | +3.1% |
| 30D | +0.8% | +4.3% | -3.5% | +0.2% |
| 3M | +8.2% | -19.6% | +27.8% | +10.8% |
| 6M | +27.1% | +29.5% | -2.4% | +15.2% |
| YTD | +21.2% | +3.4% | +17.8% | +16.6% |
| 1Y | +34.3% | +10.9% | +23.4% | +26.6% |
| All | +34.3% | +10.9% | +23.4% | +26.6% |
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