+272.2%
QCOM vs NVMI
+3,108.0%
-2,835.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.3% |
| 7D | +4.9% | +3.8% | +1.2% | +3.0% |
| 30D | +9.3% | -7.6% | +16.9% | +12.9% |
| 3M | -7.0% | -28.0% | +21.0% | +7.0% |
| 6M | +32.0% | -15.3% | +47.3% | +39.1% |
| YTD | +5.0% | +11.5% | -6.4% | -5.3% |
| 1Y | +13.6% | +31.6% | -18.0% | -6.6% |
| 3Y | +77.6% | +207.0% | -129.4% | -13.1% |
| 5Y | +38.2% | +262.8% | -224.6% | -38.7% |
| All | +272.2% | +3,108.0% | -2,835.8% | -6.5% |
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