+1,151.6%
QCOM vs NRG
+1,284.9%
-133.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.4% |
| 7D | +4.3% | +10.0% | -5.7% | +1.6% |
| 30D | -0.1% | -3.2% | +3.2% | +0.2% |
| 3M | +5.2% | -18.5% | +23.7% | +10.0% |
| 6M | -18.4% | -25.3% | +6.9% | -13.5% |
| YTD | +2.4% | -38.1% | +40.5% | +12.6% |
| 1Y | +0.9% | -40.7% | +41.6% | +12.1% |
| 3Y | +48.4% | +121.8% | -73.4% | +11.3% |
| 5Y | +16.6% | +209.2% | -192.7% | -20.7% |
| 10Y | +237.8% | +981.4% | -743.6% | +60.5% |
| All | +1,151.6% | +1,284.9% | -133.3% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling