+1,993.5%
QCOM vs NDAQ
+2,327.9%
-334.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +3.3% | -2.4% | +5.8% | +4.0% |
| 30D | +7.7% | +2.5% | +5.2% | +6.9% |
| 3M | -30.1% | +9.9% | -40.0% | -32.3% |
| 6M | +22.8% | +9.4% | +13.4% | +18.6% |
| YTD | +0.2% | +0.4% | -0.2% | -0.9% |
| 1Y | +7.9% | +4.0% | +3.8% | +5.4% |
| 3Y | +55.8% | +94.4% | -38.6% | +26.8% |
| 5Y | +30.1% | +56.7% | -26.7% | +12.4% |
| 10Y | +248.9% | +375.3% | -126.4% | +127.1% |
| All | +1,993.5% | +2,327.9% | -334.4% | +968.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling