+69.4%
QCOM vs NVDX
+774.9%
-705.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.1% |
| 7D | +4.9% | -8.6% | +13.6% | +6.7% |
| 30D | +9.3% | -1.4% | +10.8% | +9.0% |
| 3M | -7.0% | +10.6% | -17.6% | -9.9% |
| 6M | +32.0% | +20.2% | +11.9% | +23.3% |
| YTD | +5.0% | +11.8% | -6.8% | -1.4% |
| 1Y | +13.6% | +12.9% | +0.7% | +4.9% |
| All | +69.4% | +774.9% | -705.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NVDX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling