+245.8%
QCOM vs COP
+321.4%
-75.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | +1.2% | +0.2% | +1.0% | +0.8% |
| 3M | +9.1% | +10.2% | -1.1% | +5.8% |
| 6M | -25.0% | +20.1% | -45.1% | -29.5% |
| YTD | +4.8% | +50.5% | -45.7% | -8.6% |
| 1Y | +3.6% | +56.8% | -53.2% | -10.9% |
| 3Y | +51.5% | +30.3% | +21.2% | +35.4% |
| 5Y | +19.7% | +126.8% | -107.1% | -10.8% |
| 10Y | +245.8% | +325.0% | -79.2% | +103.4% |
| All | +245.8% | +321.4% | -75.6% | +103.4% |
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