+2.3%
QCOM vs NVT
+3.0%
-0.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -12.7% | +18.0% | +9.6% |
| 7D | -5.3% | -19.5% | +14.1% | +1.7% |
| 30D | -4.2% | -32.4% | +28.2% | +9.3% |
| 3M | +7.0% | -30.3% | +37.4% | +19.8% |
| 6M | +3.8% | -30.4% | +34.2% | +17.9% |
| YTD | +2.8% | +11.3% | -8.5% | +2.3% |
| 1Y | +2.3% | +3.6% | -1.3% | +5.2% |
| All | +2.3% | +3.0% | -0.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling