+74.8%
QCOM vs NVMI
+212.4%
-137.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +2.6% |
| 7D | +5.1% | +11.7% | -6.6% | +0.3% |
| 30D | +4.3% | -4.0% | +8.3% | +5.7% |
| 3M | -19.6% | -25.8% | +6.1% | -10.0% |
| 6M | +29.5% | -8.3% | +37.8% | +32.2% |
| YTD | +3.4% | +14.8% | -11.5% | -5.9% |
| 1Y | +10.9% | +37.9% | -27.0% | -7.4% |
| 3Y | +74.8% | +216.3% | -141.5% | -4.8% |
| All | +74.8% | +212.4% | -137.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling