+48.4%
QCOM vs COP
+34.5%
+13.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | +4.3% | +4.4% | -0.1% | +3.6% |
| 30D | -0.1% | 0.0% | 0.0% | -0.3% |
| 3M | +5.2% | +15.0% | -9.8% | +2.4% |
| 6M | -18.4% | +22.0% | -40.4% | -21.8% |
| YTD | +2.4% | +55.3% | -52.9% | -11.9% |
| 1Y | +0.9% | +64.1% | -63.2% | -15.2% |
| 3Y | +48.4% | +34.1% | +14.3% | +26.3% |
| All | +48.4% | +34.5% | +13.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling