+48.6%
QCOM vs NVDL
+2,772.7%
-2,724.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +3.3% | +11.7% | -8.3% | +1.1% |
| 30D | +7.7% | +7.8% | -0.1% | +5.6% |
| 3M | -30.1% | +3.3% | -33.4% | -31.2% |
| 6M | +22.8% | +38.9% | -16.0% | +11.5% |
| YTD | +0.2% | +28.5% | -28.3% | -8.4% |
| 1Y | +7.9% | +40.6% | -32.7% | -4.7% |
| 3Y | +55.8% | +648.7% | -592.9% | -13.8% |
| All | +48.6% | +2,772.7% | -2,724.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling