+70.1%
QCOM vs NVD
-98.6%
+168.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.9% | -9.7% | +3.4% |
| 7D | +5.5% | +43.9% | -38.3% | +14.4% |
| 30D | -1.1% | +74.0% | -75.1% | +11.9% |
| 3M | +7.6% | +48.3% | -40.7% | +19.0% |
| 6M | -20.1% | +30.3% | -50.4% | -12.3% |
| YTD | +3.0% | -12.9% | +15.9% | +6.2% |
| 1Y | +3.2% | -4.0% | +7.2% | +9.4% |
| 3Y | +48.9% | -98.5% | +147.3% | -7.3% |
| All | +70.1% | -98.6% | +168.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling