+3.2%
QCOM vs COO
-9.3%
+12.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +5.5% | +4.5% | +1.0% | +5.9% |
| 30D | -1.1% | +16.9% | -18.0% | +0.4% |
| 3M | +7.6% | -16.7% | +24.3% | +7.4% |
| 6M | -20.1% | +5.9% | -26.0% | -21.4% |
| YTD | +3.0% | -22.4% | +25.5% | +15.6% |
| 1Y | +3.2% | -10.1% | +13.4% | +12.1% |
| All | +3.2% | -9.3% | +12.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling