+254.0%
QCOM vs COR
+405.8%
-151.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +3.3% | +2.8% | +0.6% | +2.8% |
| 30D | +7.7% | +4.5% | +3.2% | +6.6% |
| 3M | -30.1% | +22.7% | -52.7% | -33.3% |
| 6M | +22.8% | -9.7% | +32.6% | +24.8% |
| YTD | +0.2% | -1.4% | +1.6% | -0.7% |
| 1Y | +7.9% | +13.9% | -6.1% | +2.6% |
| 3Y | +55.8% | +94.0% | -38.1% | +25.4% |
| 5Y | +30.1% | +184.0% | -153.9% | -7.8% |
| All | +254.0% | +405.8% | -151.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling