+242.6%
QCOM vs NVMI
+2,494.8%
-2,252.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -1.2% |
| 7D | +4.3% | +1.5% | +2.8% | +3.4% |
| 30D | -0.1% | -4.1% | +4.0% | +1.8% |
| 3M | +5.2% | -22.8% | +28.0% | +17.6% |
| 6M | -18.4% | -36.9% | +18.5% | -1.4% |
| YTD | +2.4% | -3.2% | +5.6% | -2.0% |
| 1Y | +0.9% | +7.1% | -6.2% | -8.6% |
| 3Y | +48.4% | +181.5% | -133.1% | -25.1% |
| 5Y | +16.6% | +141.2% | -124.6% | -38.2% |
| All | +242.6% | +2,494.8% | -2,252.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling