+42.8%
QCOM vs NXT
+246.1%
-203.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +5.8% | +15.1% | -9.3% | +3.1% |
| 30D | -2.3% | +21.8% | -24.1% | -6.0% |
| 3M | +2.7% | +1.6% | +1.1% | +1.9% |
| 6M | -21.0% | -16.7% | -4.3% | -19.0% |
| YTD | +1.8% | +20.4% | -18.6% | -1.9% |
| 1Y | +2.4% | +0.2% | +2.2% | +1.1% |
| 3Y | +52.1% | +208.7% | -156.5% | +23.4% |
| All | +42.8% | +246.1% | -203.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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