+245.8%
QCOM vs NSC
+303.9%
-58.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.3% |
| 7D | +2.0% | -3.5% | +5.5% | +4.0% |
| 30D | +1.2% | +3.9% | -2.7% | -0.8% |
| 3M | +9.1% | -0.8% | +9.9% | +9.3% |
| 6M | -25.0% | +7.1% | -32.1% | -28.6% |
| YTD | +4.8% | +16.4% | -11.6% | -5.3% |
| 1Y | +3.6% | +16.9% | -13.3% | -6.6% |
| 3Y | +51.5% | +78.4% | -26.9% | +5.7% |
| 5Y | +19.7% | +33.1% | -13.4% | -2.5% |
| 10Y | +245.8% | +299.9% | -54.1% | +70.9% |
| All | +245.8% | +303.9% | -58.1% | +70.9% |
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