+3.2%
QCOM vs COP
+60.2%
-56.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.4% |
| 7D | +5.5% | -6.1% | +11.6% | +3.7% |
| 30D | -1.1% | +1.1% | -2.2% | -0.8% |
| 3M | +7.6% | +10.9% | -3.4% | +11.1% |
| 6M | -20.1% | +20.8% | -40.8% | -15.4% |
| YTD | +3.0% | +48.0% | -45.0% | -0.2% |
| 1Y | +3.2% | +58.5% | -55.3% | -2.3% |
| All | +3.2% | +60.2% | -56.9% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling