+70.4%
QCOM vs NVDL
+662.3%
-591.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +4.4% | -0.8% | +5.2% | +4.4% |
| 30D | +9.4% | +3.4% | +6.0% | +8.0% |
| 3M | -13.7% | +8.1% | -21.8% | -15.9% |
| 6M | +28.9% | +31.9% | -3.0% | +18.1% |
| YTD | +4.7% | +21.1% | -16.4% | -3.3% |
| 1Y | +13.5% | +34.0% | -20.5% | +1.0% |
| All | +70.4% | +662.3% | -591.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling