+42.3%
QCOM vs NVTS
-15.6%
+57.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | +3.3% | +2.7% | +0.6% | +3.0% |
| 30D | +7.7% | -4.5% | +12.2% | +8.1% |
| 3M | -30.1% | -61.5% | +31.5% | -22.6% |
| 6M | +22.8% | +28.0% | -5.1% | +18.4% |
| YTD | +0.2% | +65.3% | -65.1% | -6.8% |
| 1Y | +7.9% | +113.0% | -105.1% | -4.3% |
| 3Y | +55.8% | +34.7% | +21.1% | +39.6% |
| All | +42.3% | -15.6% | +57.9% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling