+263.7%
QCOM vs NSC
+326.8%
-63.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.4% |
| 7D | +5.1% | -1.5% | +6.6% | +5.9% |
| 30D | +4.3% | -1.9% | +6.2% | +5.2% |
| 3M | -19.6% | +6.2% | -25.8% | -22.6% |
| 6M | +29.5% | +9.2% | +20.3% | +21.6% |
| YTD | +3.4% | +15.0% | -11.7% | -5.8% |
| 1Y | +10.9% | +21.1% | -10.2% | -1.8% |
| 3Y | +74.8% | +78.6% | -3.8% | +22.1% |
| 5Y | +36.2% | +45.9% | -9.7% | +5.6% |
| 10Y | +263.7% | +326.9% | -63.1% | +73.9% |
| All | +263.7% | +326.8% | -63.1% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling