+74.8%
QCOM vs COPX
+171.8%
-97.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +1.3% |
| 7D | +5.1% | +5.8% | -0.7% | +2.5% |
| 30D | +4.3% | +7.2% | -2.9% | +0.8% |
| 3M | -19.6% | +16.5% | -36.1% | -25.3% |
| 6M | +29.5% | +18.4% | +11.0% | +18.9% |
| YTD | +3.4% | +31.9% | -28.5% | -11.8% |
| 1Y | +10.9% | +88.5% | -77.6% | -21.3% |
| 3Y | +74.8% | +173.1% | -98.3% | +0.3% |
| All | +74.8% | +171.8% | -97.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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