+48.4%
QCOM vs NSC
+77.7%
-29.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | +4.3% | +2.5% | +1.8% | +3.3% |
| 30D | -0.1% | +1.7% | -1.8% | -0.7% |
| 3M | +5.2% | -2.6% | +7.8% | +6.2% |
| 6M | -18.4% | +6.4% | -24.8% | -21.4% |
| YTD | +2.4% | +15.5% | -13.1% | -5.8% |
| 1Y | +0.9% | +17.6% | -16.7% | -8.1% |
| 3Y | +48.4% | +75.0% | -26.6% | +16.6% |
| All | +48.4% | +77.7% | -29.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling