+250.3%
QCOM vs COO
+49.3%
+201.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +3.3% | -2.2% | +5.6% | +4.3% |
| 30D | +7.7% | -7.0% | +14.7% | +11.0% |
| 3M | -30.1% | +12.2% | -42.3% | -34.8% |
| 6M | +22.8% | -15.1% | +38.0% | +30.6% |
| YTD | +0.2% | -15.1% | +15.3% | +6.6% |
| 1Y | +7.9% | +2.3% | +5.5% | +4.1% |
| 3Y | +55.8% | -23.7% | +79.5% | +66.3% |
| 5Y | +30.1% | -38.9% | +69.0% | +53.0% |
| All | +250.3% | +49.3% | +201.0% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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