+49,194.2%
QCOM vs NSC
+3,716.9%
+45,477.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.4% | +6.7% |
| 7D | +0.4% | -6.6% | +7.0% | +3.2% |
| 30D | -6.6% | +2.2% | -8.8% | -7.5% |
| 3M | +3.7% | -6.2% | +9.9% | +6.1% |
| 6M | -13.3% | +1.7% | -15.0% | -14.8% |
| YTD | -1.8% | +12.2% | -14.0% | -7.5% |
| 1Y | -2.5% | +15.4% | -17.9% | -9.3% |
| 3Y | +47.0% | +73.3% | -26.4% | +14.8% |
| 5Y | +13.1% | +24.7% | -11.6% | +0.6% |
| 10Y | +224.7% | +324.5% | -99.8% | +76.5% |
| All | +49,194.2% | +3,716.9% | +45,477.3% | +9,585.3% |
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