+65.2%
QCOM vs NVDX
+357.5%
-292.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.8% |
| 7D | +4.3% | -24.7% | +29.0% | +9.9% |
| 30D | -0.1% | -48.2% | +48.1% | +13.2% |
| 3M | +5.2% | -51.9% | +57.1% | +20.1% |
| 6M | -18.4% | -55.6% | +37.3% | -6.8% |
| YTD | +2.4% | -41.5% | +43.9% | +8.5% |
| 1Y | +0.9% | -44.0% | +44.9% | +7.4% |
| 3Y | +48.4% | +262.2% | -213.8% | -0.9% |
| All | +65.2% | +357.5% | -292.4% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling