+242.6%
QCOM vs COP
+342.2%
-99.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.0% |
| 7D | +4.3% | +4.4% | -0.1% | +3.1% |
| 30D | -0.1% | 0.0% | 0.0% | -0.4% |
| 3M | +5.2% | +15.0% | -9.8% | +0.9% |
| 6M | -18.4% | +22.0% | -40.4% | -23.5% |
| YTD | +2.4% | +55.3% | -52.9% | -11.5% |
| 1Y | +0.9% | +64.1% | -63.2% | -14.3% |
| 3Y | +48.4% | +34.1% | +14.3% | +31.7% |
| 5Y | +16.6% | +133.4% | -116.8% | -13.8% |
| All | +242.6% | +342.2% | -99.6% | +100.0% |
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