+46,613.4%
QCOM vs COO
+5,045.1%
+41,568.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.4% | -8.1% | -9.4% |
| 7D | -15.5% | +5.3% | -20.7% | -15.8% |
| 30D | -13.4% | +12.5% | -26.0% | -14.3% |
| 3M | 0.0% | -15.1% | +15.2% | +1.3% |
| 6M | -15.2% | +3.7% | -18.9% | -16.0% |
| YTD | -6.9% | -22.5% | +15.6% | -5.2% |
| 1Y | -11.0% | -7.8% | -3.2% | -10.8% |
| 3Y | +39.8% | -24.1% | +63.8% | +41.9% |
| 5Y | +7.2% | -40.1% | +47.3% | +11.0% |
| 10Y | +207.7% | +44.7% | +163.0% | +200.0% |
| All | +46,613.4% | +5,045.1% | +41,568.3% | +44,556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling