+47.0%
QCOM vs COP
+23.8%
+23.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +0.4% | -11.5% | +11.9% | +2.1% |
| 30D | -6.6% | +5.0% | -11.6% | -7.7% |
| 3M | +3.7% | +17.5% | -13.8% | +0.2% |
| 6M | -13.3% | +16.2% | -29.5% | -16.4% |
| YTD | -1.8% | +48.8% | -50.6% | -15.0% |
| 1Y | -2.5% | +64.1% | -66.6% | -19.0% |
| 3Y | +47.0% | +25.7% | +21.3% | +26.4% |
| All | +47.0% | +23.8% | +23.2% | +26.4% |
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 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