+230.9%
QCOM vs COO
+40.7%
+190.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +2.6% |
| 7D | +5.8% | +4.3% | +1.5% | +4.0% |
| 30D | -2.3% | +17.6% | -19.9% | -8.9% |
| 3M | +2.7% | -13.9% | +16.6% | +8.1% |
| 6M | -21.0% | +6.6% | -27.6% | -25.9% |
| YTD | +1.8% | -22.0% | +23.8% | +11.0% |
| 1Y | +2.4% | -8.8% | +11.2% | +3.1% |
| 3Y | +52.1% | -21.5% | +73.6% | +56.7% |
| 5Y | +14.6% | -41.0% | +55.7% | +34.9% |
| 10Y | +230.9% | +40.9% | +190.0% | +165.4% |
| All | +230.9% | +40.7% | +190.2% | +165.4% |
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