+51,614.1%
QCOM vs NEE
+6,597.5%
+45,016.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.5% | +2.3% | +3.2% | +4.7% |
| 30D | -1.1% | +11.5% | -12.6% | -4.8% |
| 3M | +7.6% | +2.6% | +5.0% | +6.4% |
| 6M | -20.1% | -6.0% | -14.1% | -18.9% |
| YTD | +3.0% | +9.8% | -6.8% | -1.1% |
| 1Y | +3.2% | +4.7% | -1.4% | +0.7% |
| 3Y | +48.9% | +71.0% | -22.2% | +18.6% |
| 5Y | +21.1% | +15.8% | +5.2% | +8.9% |
| 10Y | +242.8% | +287.3% | -44.5% | +100.0% |
| All | +51,614.1% | +6,597.5% | +45,016.6% | +11,234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling