+49,194.2%
QCOM vs NOC
+12,168.7%
+37,025.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.4% | -5.8% | +6.2% | +1.9% |
| 30D | -6.6% | +10.9% | -17.5% | -9.5% |
| 3M | +3.7% | -7.1% | +10.8% | +5.3% |
| 6M | -13.3% | -5.3% | -8.0% | -12.8% |
| YTD | -1.8% | -6.8% | +5.0% | -1.6% |
| 1Y | -2.5% | -6.7% | +4.2% | -2.5% |
| 3Y | +47.0% | +17.2% | +29.8% | +34.3% |
| 5Y | +13.1% | +56.3% | -43.2% | -8.1% |
| 10Y | +224.7% | +173.7% | +51.0% | +115.6% |
| All | +49,194.2% | +12,168.7% | +37,025.5% | +7,638.0% |
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