+60.2%
QCOM vs NVDL
+2,476.2%
-2,416.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +7.8% | -10.3% | +18.2% | +10.1% |
| 30D | +12.2% | -7.1% | +19.3% | +13.2% |
| 3M | -9.9% | +6.6% | -16.4% | -12.0% |
| 6M | +36.9% | +21.1% | +15.9% | +27.7% |
| YTD | +8.0% | +15.2% | -7.2% | +0.8% |
| 1Y | +15.0% | +18.8% | -3.8% | +5.2% |
| 3Y | +75.8% | +649.9% | -574.1% | -2.8% |
| All | +60.2% | +2,476.2% | -2,416.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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