+50,186.6%
QCOM vs NSC
+3,830.5%
+46,356.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.3% | -5.5% | +8.8% | +5.7% |
| 30D | +7.7% | -3.2% | +10.9% | +9.0% |
| 3M | -30.1% | +7.7% | -37.7% | -32.5% |
| 6M | +22.8% | +4.5% | +18.3% | +19.4% |
| YTD | +0.2% | +15.6% | -15.4% | -6.7% |
| 1Y | +7.9% | +19.8% | -12.0% | -1.0% |
| 3Y | +55.8% | +70.1% | -14.3% | +22.7% |
| 5Y | +30.1% | +46.1% | -16.1% | +8.6% |
| 10Y | +248.9% | +328.1% | -79.2% | +88.9% |
| All | +50,186.6% | +3,830.5% | +46,356.1% | +9,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling