-15.0%
QCOM vs COPX
-18.0%
+3.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +2.3% |
| 7D | +13.0% | +1.1% | +11.9% | +12.0% |
| 30D | +0.2% | -15.9% | +16.0% | +10.5% |
| 3M | +9.2% | -19.6% | +28.8% | +22.1% |
| 6M | -15.0% | -21.5% | +6.5% | -1.6% |
| All | -15.0% | -18.0% | +3.0% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling