+254.0%
QCOM vs COP
+343.7%
-89.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +3.3% | +3.0% | +0.3% | +2.5% |
| 30D | +7.7% | +17.5% | -9.8% | +3.1% |
| 3M | -30.1% | +13.4% | -43.4% | -32.7% |
| 6M | +22.8% | +17.7% | +5.1% | +15.8% |
| YTD | +0.2% | +46.6% | -46.4% | -11.6% |
| 1Y | +7.9% | +44.6% | -36.8% | -4.7% |
| 3Y | +55.8% | +20.7% | +35.1% | +42.7% |
| 5Y | +30.1% | +185.0% | -155.0% | -9.0% |
| All | +254.0% | +343.7% | -89.7% | +102.7% |
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