+314.0%
QCOM vs NVMI
+1,709.4%
-1,395.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | +5.5% | +7.6% | -2.1% | +4.3% |
| 30D | -1.1% | -7.7% | +6.6% | +0.2% |
| 3M | +7.6% | -15.4% | +22.9% | +10.3% |
| 6M | -20.1% | -37.5% | +17.4% | -14.2% |
| YTD | +3.0% | -0.8% | +3.9% | +2.4% |
| 1Y | +3.2% | +2.4% | +0.9% | +2.0% |
| 3Y | +48.9% | +191.5% | -142.6% | +25.4% |
| 5Y | +21.1% | +156.3% | -135.3% | +3.7% |
| 10Y | +242.8% | +2,539.4% | -2,296.6% | +132.3% |
| All | +314.0% | +1,709.4% | -1,395.4% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling