+251.9%
QCOM vs COP
+335.3%
-83.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +13.0% | +3.4% | +9.6% | +12.1% |
| 30D | +0.2% | -0.6% | +0.8% | 0.0% |
| 3M | +9.2% | +10.8% | -1.5% | +5.8% |
| 6M | -15.0% | +19.6% | -34.6% | -19.9% |
| YTD | +5.2% | +52.9% | -47.7% | -8.7% |
| 1Y | +2.4% | +62.2% | -59.9% | -12.8% |
| 3Y | +52.0% | +32.4% | +19.6% | +35.3% |
| 5Y | +19.7% | +129.7% | -110.0% | -11.1% |
| All | +251.9% | +335.3% | -83.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling