+19.7%
QCOM vs COP
+123.2%
-103.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 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% | +6.3% |
| 6M | -25.0% | +20.1% | -45.1% | -28.9% |
| YTD | +4.8% | +50.5% | -45.7% | -8.3% |
| 1Y | +3.6% | +56.8% | -53.2% | -10.6% |
| 3Y | +51.5% | +30.3% | +21.2% | +34.8% |
| 5Y | +19.7% | +126.8% | -107.1% | -6.7% |
| All | +19.7% | +123.2% | -103.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling