+219.2%
QCOM vs NSC
+308.0%
-88.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +6.8% |
| 7D | +0.4% | -6.2% | +6.6% | +3.9% |
| 30D | -6.6% | +2.6% | -9.2% | -7.9% |
| 3M | +3.7% | -5.8% | +9.5% | +6.6% |
| 6M | -13.3% | +2.1% | -15.4% | -15.5% |
| YTD | -1.8% | +12.7% | -14.5% | -9.7% |
| 1Y | -2.5% | +15.9% | -18.4% | -11.8% |
| 3Y | +47.0% | +74.0% | -27.1% | +3.9% |
| 5Y | +13.1% | +25.2% | -12.1% | -4.9% |
| All | +219.2% | +308.0% | -88.8% | +63.6% |
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