+14.1%
QCOM vs NOC
+65.6%
-51.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.6% |
| 7D | +4.3% | +4.8% | -0.6% | +4.4% |
| 30D | -0.1% | +11.0% | -11.1% | +0.2% |
| 3M | +5.2% | -3.8% | +9.0% | +5.2% |
| 6M | -18.4% | +0.6% | -19.0% | -18.2% |
| YTD | +2.4% | -2.3% | +4.7% | +2.4% |
| 1Y | +0.9% | +0.3% | +0.6% | +0.9% |
| 3Y | +48.4% | +24.6% | +23.8% | +47.7% |
| All | +14.1% | +65.6% | -51.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling