+30.9%
QCOM vs COO
-38.8%
+69.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +3.3% | -2.2% | +5.6% | +4.2% |
| 30D | +7.7% | -7.0% | +14.7% | +10.6% |
| 3M | -30.1% | +12.2% | -42.3% | -34.3% |
| 6M | +22.8% | -15.1% | +38.0% | +30.6% |
| YTD | +0.2% | -15.1% | +15.3% | +6.5% |
| 1Y | +7.9% | +2.3% | +5.5% | +4.8% |
| 3Y | +55.8% | -23.7% | +79.5% | +65.6% |
| All | +30.9% | -38.8% | +69.6% | +43.9% |
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