+46,613.4%
QCOM vs COP
+4,677.9%
+41,935.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.1% | -8.4% | -9.2% |
| 7D | -15.5% | -9.7% | -5.7% | -13.1% |
| 30D | -13.4% | +4.7% | -18.1% | -15.0% |
| 3M | 0.0% | +18.5% | -18.5% | -5.7% |
| 6M | -15.2% | +11.4% | -26.6% | -19.3% |
| YTD | -6.9% | +47.9% | -54.8% | -19.6% |
| 1Y | -11.0% | +59.3% | -70.3% | -25.0% |
| 3Y | +39.8% | +23.6% | +16.2% | +25.6% |
| 5Y | +7.2% | +113.1% | -105.9% | -21.3% |
| 10Y | +207.7% | +329.1% | -121.4% | +62.4% |
| All | +46,613.4% | +4,677.9% | +41,935.6% | +11,010.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling