+49,194.2%
QCOM vs NEM
+510.5%
+48,683.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +0.4% | +13.4% | -13.0% | -0.6% |
| 30D | -6.6% | +6.5% | -13.1% | -7.1% |
| 3M | +3.7% | +14.9% | -11.2% | +2.5% |
| 6M | -13.3% | +5.5% | -18.8% | -13.7% |
| YTD | -1.8% | +21.9% | -23.7% | -3.3% |
| 1Y | -2.5% | +47.9% | -50.4% | -5.3% |
| 3Y | +47.0% | +238.2% | -191.2% | +34.6% |
| 5Y | +13.1% | +146.2% | -133.1% | +4.8% |
| 10Y | +224.7% | +309.3% | -84.6% | +191.3% |
| All | +49,194.2% | +510.5% | +48,683.8% | +49,764.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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