+216.5%
QCOM vs COP
+324.3%
-107.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +0.4% | -11.5% | +11.9% | +3.4% |
| 30D | -6.6% | +5.0% | -11.6% | -8.1% |
| 3M | +3.7% | +17.5% | -13.8% | -1.2% |
| 6M | -13.3% | +16.2% | -29.5% | -17.8% |
| YTD | -1.8% | +48.8% | -50.6% | -14.1% |
| 1Y | -2.5% | +64.1% | -66.6% | -17.3% |
| 3Y | +47.0% | +25.7% | +21.3% | +32.7% |
| 5Y | +13.1% | +114.4% | -101.3% | -14.4% |
| All | +216.5% | +324.3% | -107.8% | +86.4% |
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