+62.2%
QCOM vs NVD
-98.9%
+161.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.5% | +11.0% | +4.4% |
| 7D | +0.4% | +16.8% | -16.5% | +4.3% |
| 30D | -6.6% | +54.3% | -60.9% | +3.1% |
| 3M | +3.7% | +24.3% | -20.6% | +10.7% |
| 6M | -13.3% | +0.6% | -13.9% | -9.6% |
| YTD | -1.8% | -27.7% | +25.9% | -2.6% |
| 1Y | -2.5% | -29.4% | +26.9% | -3.0% |
| 3Y | +47.0% | -98.8% | +145.8% | -13.5% |
| All | +62.2% | -98.9% | +161.0% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling