+7,206.9%
QCOM vs NLY
+1,239.1%
+5,967.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | +9.4% | -1.3% | +10.7% | +9.8% |
| 3M | -13.7% | +7.6% | -21.3% | -15.7% |
| 6M | +28.9% | +8.9% | +20.0% | +25.4% |
| YTD | +4.7% | +8.1% | -3.3% | +2.1% |
| 1Y | +13.5% | +15.8% | -2.3% | +8.2% |
| 3Y | +77.1% | +70.2% | +6.9% | +50.3% |
| 5Y | +38.9% | +30.0% | +8.9% | +26.5% |
| 10Y | +281.8% | +86.8% | +195.0% | +205.0% |
| All | +7,206.9% | +1,239.1% | +5,967.9% | +3,955.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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