+517.2%
QCOM vs COPX
+131.8%
+385.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.4% |
| 7D | +2.0% | -1.5% | +3.5% | +2.7% |
| 30D | +1.2% | -14.0% | +15.2% | +8.0% |
| 3M | +9.1% | -17.1% | +26.3% | +17.6% |
| 6M | -25.0% | -15.9% | -9.1% | -19.9% |
| YTD | +4.8% | +2.6% | +2.2% | +1.0% |
| 1Y | +3.6% | +21.6% | -18.0% | -7.1% |
| 3Y | +51.5% | +142.7% | -91.2% | -0.2% |
| 5Y | +19.7% | +122.2% | -102.5% | -19.6% |
| 10Y | +245.8% | +338.8% | -92.9% | +65.8% |
| All | +517.2% | +131.8% | +385.4% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling