+338.0%
QCOM vs NVT
+712.1%
-374.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.5% |
| 7D | +4.4% | +7.0% | -2.6% | +1.0% |
| 30D | +9.4% | -2.3% | +11.7% | +10.0% |
| 3M | -13.7% | -3.1% | -10.6% | -13.1% |
| 6M | +28.9% | +47.0% | -18.1% | +5.6% |
| YTD | +4.7% | +56.2% | -51.5% | -17.2% |
| 1Y | +13.5% | +74.5% | -61.0% | -15.6% |
| 3Y | +77.1% | +184.0% | -106.9% | -0.8% |
| 5Y | +38.9% | +410.8% | -371.9% | -41.9% |
| All | +338.0% | +712.1% | -374.1% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling