+49,194.2%
QCOM vs NSC
+3,732.6%
+45,461.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +6.5% |
| 7D | +0.4% | -6.2% | +6.6% | +3.1% |
| 30D | -6.6% | +2.6% | -9.2% | -7.6% |
| 3M | +3.7% | -5.8% | +9.5% | +6.0% |
| 6M | -13.3% | +2.1% | -15.4% | -14.9% |
| YTD | -1.8% | +12.7% | -14.5% | -7.7% |
| 1Y | -2.5% | +15.9% | -18.4% | -9.4% |
| 3Y | +47.0% | +74.0% | -27.1% | +14.7% |
| 5Y | +13.1% | +25.2% | -12.1% | +0.4% |
| 10Y | +224.7% | +326.2% | -101.6% | +76.2% |
| All | +49,194.2% | +3,732.6% | +45,461.6% | +9,570.5% |
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