+919.8%
NVDA vs QCOM
+30.0%
+889.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.9% | +3.3% | +2.6% | +3.6% |
| 30D | +5.1% | +7.7% | -2.6% | -0.1% |
| 3M | +5.4% | -30.1% | +35.4% | +31.2% |
| 6M | +26.0% | +22.8% | +3.2% | -8.3% |
| YTD | +23.7% | +0.2% | +23.5% | +5.9% |
| 1Y | +34.4% | +7.9% | +26.5% | +5.3% |
| 3Y | +375.8% | +55.8% | +320.0% | +150.7% |
| All | +919.8% | +30.0% | +889.8% | +575.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling