+70.7%
QCOM vs NVD
-99.2%
+169.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.9% | -0.7% | +3.9% |
| 7D | +5.1% | -7.7% | +12.7% | +3.5% |
| 30D | +4.3% | -5.8% | +10.1% | +3.8% |
| 3M | -19.6% | -23.2% | +3.6% | -22.1% |
| 6M | +29.5% | -49.7% | +79.2% | +16.5% |
| YTD | +3.4% | -47.7% | +51.1% | -5.3% |
| 1Y | +10.9% | -61.3% | +72.2% | -2.9% |
| 3Y | +74.8% | -99.2% | +174.0% | -5.3% |
| All | +70.7% | -99.2% | +169.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling