+36.2%
QCOM vs NSC
+46.6%
-10.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.4% |
| 7D | +5.1% | -1.5% | +6.6% | +5.8% |
| 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% | +21.5% |
| YTD | +3.4% | +15.0% | -11.7% | -6.1% |
| 1Y | +10.9% | +21.1% | -10.2% | -2.2% |
| 3Y | +74.8% | +78.6% | -3.8% | +18.5% |
| 5Y | +36.2% | +45.9% | -9.7% | +7.1% |
| All | +36.2% | +46.6% | -10.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling