+72.9%
QCOM vs NVD
-99.2%
+172.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.7% |
| 7D | +4.4% | +0.5% | +3.8% | +4.5% |
| 30D | +9.4% | -9.3% | +18.7% | +7.9% |
| 3M | -13.7% | -22.1% | +8.4% | -16.0% |
| 6M | +28.9% | -45.8% | +74.7% | +17.7% |
| YTD | +4.7% | -46.7% | +51.5% | -3.7% |
| 1Y | +13.5% | -59.5% | +73.0% | +0.4% |
| 3Y | +77.1% | -99.2% | +176.3% | -3.7% |
| All | +72.9% | -99.2% | +172.1% | -5.9% |
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