+251.9%
QCOM vs COR
+469.4%
-217.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +13.0% | +2.9% | +10.2% | +12.3% |
| 30D | +0.2% | +5.8% | -5.7% | -1.0% |
| 3M | +9.2% | +11.4% | -2.2% | +6.7% |
| 6M | -15.0% | +34.5% | -49.5% | -20.8% |
| YTD | +5.2% | +4.1% | +1.1% | +2.9% |
| 1Y | +2.4% | -3.1% | +5.5% | +2.0% |
| 3Y | +52.0% | +80.9% | -28.9% | +23.9% |
| 5Y | +19.7% | +195.1% | -175.4% | -17.9% |
| All | +251.9% | +469.4% | -217.4% | +93.2% |
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