+276.8%
QCOM vs NEE
+248.2%
+28.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +5.1% | +1.1% | +4.0% | +4.7% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | -19.6% | +0.5% | -20.2% | -19.9% |
| 6M | +29.5% | -6.5% | +36.0% | +31.7% |
| YTD | +3.4% | +6.7% | -3.3% | +0.4% |
| 1Y | +10.9% | +23.6% | -12.7% | +2.5% |
| 3Y | +74.8% | +37.1% | +37.6% | +49.4% |
| 5Y | +36.2% | +10.9% | +25.3% | +25.5% |
| All | +276.8% | +248.2% | +28.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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