+216.5%
QCOM vs NDAQ
+475.8%
-259.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.4% |
| 7D | +0.4% | +0.8% | -0.5% | 0.0% |
| 30D | -6.6% | +16.5% | -23.1% | -14.2% |
| 3M | +3.7% | +13.5% | -9.8% | -3.8% |
| 6M | -13.3% | +20.9% | -34.2% | -23.5% |
| YTD | -1.8% | +11.4% | -13.2% | -9.6% |
| 1Y | -2.5% | +25.9% | -28.4% | -16.8% |
| 3Y | +47.0% | +119.9% | -72.9% | -11.9% |
| 5Y | +13.1% | +61.7% | -48.6% | -19.6% |
| All | +216.5% | +475.8% | -259.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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