+497,379.8%
NVDA vs QCOM
+7,317.5%
+490,062.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | -0.2% |
| 7D | -8.8% | +0.4% | -9.2% | -9.1% |
| 30D | -21.4% | -6.6% | -14.8% | -18.9% |
| 3M | -14.7% | +3.7% | -18.4% | -17.6% |
| 6M | -10.0% | -13.3% | +3.3% | -9.5% |
| YTD | +0.3% | -1.8% | +2.1% | -8.5% |
| 1Y | -0.5% | -2.5% | +2.0% | -9.0% |
| 3Y | +309.2% | +47.0% | +262.2% | +197.8% |
| 5Y | +530.1% | +13.1% | +517.0% | +445.6% |
| 10Y | +11,159.1% | +224.7% | +10,934.4% | +5,453.0% |
| All | +497,379.8% | +7,317.5% | +490,062.4% | +112,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling