+14,618.0%
QCOM vs COR
+17,545.2%
-2,927.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +3.3% | +2.8% | +0.6% | +2.7% |
| 30D | +7.7% | +4.5% | +3.2% | +6.6% |
| 3M | -30.1% | +22.7% | -52.7% | -33.4% |
| 6M | +22.8% | -9.7% | +32.6% | +24.2% |
| YTD | +0.2% | -1.4% | +1.6% | -1.0% |
| 1Y | +7.9% | +13.9% | -6.1% | +3.0% |
| 3Y | +55.8% | +94.0% | -38.1% | +30.4% |
| 5Y | +30.1% | +184.0% | -153.9% | -0.9% |
| 10Y | +248.9% | +406.8% | -157.9% | +126.3% |
| All | +14,618.0% | +17,545.2% | -2,927.2% | +4,849.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling