+230.9%
QCOM vs NOC
+158.6%
+72.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | +5.8% | -2.9% | +8.7% | +6.3% |
| 30D | -2.3% | +12.1% | -14.4% | -4.6% |
| 3M | +2.7% | -5.3% | +8.0% | +3.5% |
| 6M | -21.0% | -1.0% | -20.0% | -21.2% |
| YTD | +1.8% | -4.3% | +6.1% | +1.3% |
| 1Y | +2.4% | -3.6% | +6.1% | +1.7% |
| 3Y | +52.1% | +22.9% | +29.2% | +39.1% |
| 5Y | +14.6% | +60.4% | -45.7% | -8.0% |
| 10Y | +230.9% | +161.3% | +69.6% | +119.5% |
| All | +230.9% | +158.6% | +72.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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