+10.9%
QCOM vs NVTS
+112.0%
-101.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | +5.1% | +9.7% | -4.6% | +3.3% |
| 30D | +4.3% | -13.6% | +17.9% | +6.8% |
| 3M | -19.6% | -51.0% | +31.4% | -10.1% |
| 6M | +29.5% | +46.3% | -16.9% | +29.9% |
| YTD | +3.4% | +68.1% | -64.7% | +1.7% |
| 1Y | +10.9% | +113.9% | -103.0% | +6.8% |
| All | +10.9% | +112.0% | -101.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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