+70.9%
QCOM vs NRG
+198.7%
-127.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | +9.3% | -6.8% | +16.1% | +11.1% |
| 3M | -7.0% | -7.1% | +0.1% | -6.7% |
| 6M | +32.0% | -27.6% | +59.6% | +41.0% |
| YTD | +5.0% | -29.2% | +34.2% | +12.3% |
| 1Y | +13.6% | -29.9% | +43.5% | +21.4% |
| All | +70.9% | +198.7% | -127.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling