+68.9%
QCOM vs NVDX
+815.5%
-746.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +4.4% | -0.9% | +5.2% | +4.5% |
| 30D | +9.4% | +3.0% | +6.4% | +8.1% |
| 3M | -13.7% | +6.8% | -20.4% | -15.7% |
| 6M | +28.9% | +28.6% | +0.3% | +18.7% |
| YTD | +4.7% | +17.0% | -12.3% | -2.5% |
| 1Y | +13.5% | +27.0% | -13.5% | +2.2% |
| All | +68.9% | +815.5% | -746.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling