+216.5%
QCOM vs COO
+41.2%
+175.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.3% |
| 7D | +0.4% | +4.7% | -4.3% | -1.6% |
| 30D | -6.6% | +13.9% | -20.5% | -11.7% |
| 3M | +3.7% | -14.9% | +18.6% | +9.7% |
| 6M | -13.3% | +2.0% | -15.3% | -17.2% |
| YTD | -1.8% | -23.9% | +22.1% | +8.2% |
| 1Y | -2.5% | -9.6% | +7.1% | -1.6% |
| 3Y | +47.0% | -25.4% | +72.4% | +55.2% |
| 5Y | +13.1% | -41.2% | +54.3% | +32.9% |
| All | +216.5% | +41.2% | +175.3% | +155.3% |
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