+17.7%
QCOM vs COO
-40.7%
+58.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.5% | +4.5% | +1.0% | +4.0% |
| 30D | -1.1% | +16.9% | -18.0% | -6.4% |
| 3M | +7.6% | -16.7% | +24.3% | +14.3% |
| 6M | -20.1% | +5.9% | -26.0% | -24.4% |
| YTD | +3.0% | -22.4% | +25.5% | +12.5% |
| 1Y | +3.2% | -10.1% | +13.4% | +4.9% |
| 3Y | +48.9% | -22.8% | +71.6% | +52.5% |
| All | +17.7% | -40.7% | +58.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling