+7.9%
QCOM vs COST
-3.4%
+11.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.3% |
| 7D | +3.3% | -3.1% | +6.5% | +1.9% |
| 30D | +7.7% | -2.8% | +10.5% | +6.5% |
| 3M | -30.1% | -5.7% | -24.4% | -31.2% |
| 6M | +22.8% | -8.8% | +31.6% | +18.2% |
| YTD | +0.2% | +6.7% | -6.5% | -4.1% |
| 1Y | +7.9% | -3.6% | +11.5% | +4.4% |
| All | +7.9% | -3.4% | +11.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling