+263.7%
QCOM vs NOC
+187.2%
+76.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +5.1% | -2.7% | +7.7% | +5.6% |
| 30D | +4.3% | -8.9% | +13.1% | +6.1% |
| 3M | -19.6% | -3.7% | -15.9% | -19.3% |
| 6M | +29.5% | -30.8% | +60.3% | +39.1% |
| YTD | +3.4% | -7.9% | +11.3% | +3.9% |
| 1Y | +10.9% | -9.4% | +20.3% | +11.7% |
| 3Y | +74.8% | +29.0% | +45.8% | +56.7% |
| 5Y | +36.2% | +56.1% | -19.9% | +9.9% |
| 10Y | +263.7% | +186.3% | +77.5% | +154.6% |
| All | +263.7% | +187.2% | +76.5% | +154.6% |
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