+1,124.5%
QCOM vs NRG
+1,589.2%
-464.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -1.6% |
| 7D | +3.3% | +7.1% | -3.8% | +1.4% |
| 30D | +7.7% | -1.4% | +9.1% | +7.9% |
| 3M | -30.1% | -10.5% | -19.6% | -28.8% |
| 6M | +22.8% | -26.7% | +49.6% | +31.0% |
| YTD | +0.2% | -24.5% | +24.7% | +5.4% |
| 1Y | +7.9% | -18.6% | +26.4% | +10.8% |
| 3Y | +55.8% | +227.1% | -171.3% | +6.1% |
| 5Y | +30.1% | +198.8% | -168.7% | -10.7% |
| 10Y | +248.9% | +1,122.3% | -873.4% | +60.6% |
| All | +1,124.5% | +1,589.2% | -464.6% | +434.0% |
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