+315.4%
QCOM vs NVMI
+1,995.1%
-1,679.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +3.0% |
| 7D | +5.1% | +11.7% | -6.6% | +3.2% |
| 30D | +4.3% | -4.0% | +8.3% | +4.9% |
| 3M | -19.6% | -25.8% | +6.1% | -15.9% |
| 6M | +29.5% | -8.3% | +37.8% | +30.9% |
| YTD | +3.4% | +14.8% | -11.5% | +0.5% |
| 1Y | +10.9% | +37.9% | -27.0% | +4.7% |
| 3Y | +74.8% | +216.3% | -141.5% | +45.1% |
| 5Y | +36.2% | +277.2% | -241.0% | +11.0% |
| 10Y | +263.7% | +3,074.3% | -2,810.6% | +140.2% |
| All | +315.4% | +1,995.1% | -1,679.7% | +138.5% |
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 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