+242.8%
QCOM vs COP
+302.1%
-59.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +5.5% | -6.1% | +11.6% | +7.1% |
| 30D | -1.1% | +1.1% | -2.2% | -1.8% |
| 3M | +7.6% | +10.9% | -3.4% | +4.1% |
| 6M | -20.1% | +20.8% | -40.8% | -25.0% |
| YTD | +3.0% | +48.0% | -45.0% | -9.8% |
| 1Y | +3.2% | +58.5% | -55.3% | -11.5% |
| 3Y | +48.9% | +28.1% | +20.7% | +33.7% |
| 5Y | +21.1% | +120.5% | -99.4% | -9.1% |
| 10Y | +242.8% | +310.1% | -67.4% | +103.9% |
| All | +242.8% | +302.1% | -59.4% | +103.9% |
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