+14.1%
QCOM vs COO
-40.4%
+54.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.9% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | -0.1% | +14.2% | -14.2% | -4.6% |
| 3M | +5.2% | -18.2% | +23.4% | +12.5% |
| 6M | -18.4% | +5.3% | -23.7% | -22.5% |
| YTD | +2.4% | -23.6% | +26.0% | +12.3% |
| 1Y | +0.9% | -12.7% | +13.6% | +3.7% |
| 3Y | +48.4% | -24.2% | +72.6% | +53.1% |
| All | +14.1% | -40.4% | +54.5% | +31.0% |
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