+50,186.6%
QCOM vs NOC
+11,934.3%
+38,252.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +3.3% | -5.2% | +8.5% | +4.8% |
| 30D | +7.7% | -7.2% | +14.9% | +9.8% |
| 3M | -30.1% | -5.1% | -24.9% | -29.4% |
| 6M | +22.8% | -31.1% | +53.9% | +35.2% |
| YTD | +0.2% | -8.6% | +8.8% | +1.3% |
| 1Y | +7.9% | -9.7% | +17.6% | +9.2% |
| 3Y | +55.8% | +24.3% | +31.5% | +39.7% |
| 5Y | +30.1% | +52.6% | -22.6% | +6.5% |
| 10Y | +248.9% | +183.6% | +65.3% | +129.6% |
| All | +50,186.6% | +11,934.3% | +38,252.3% | +7,862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling