+38.9%
QCOM vs NVMI
+274.3%
-235.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +4.4% | +6.9% | -2.6% | +0.9% |
| 30D | +9.4% | -2.8% | +12.2% | +10.4% |
| 3M | -13.7% | -27.3% | +13.7% | -0.5% |
| 6M | +28.9% | -13.7% | +42.6% | +34.7% |
| YTD | +4.7% | +13.8% | -9.1% | -7.4% |
| 1Y | +13.5% | +34.9% | -21.4% | -9.3% |
| 3Y | +77.1% | +213.5% | -136.4% | -24.2% |
| 5Y | +38.9% | +272.5% | -233.6% | -47.9% |
| All | +38.9% | +274.3% | -235.4% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling