+242.8%
QCOM vs COST
+756.8%
-514.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | +4.6% | +0.9% | +2.7% |
| 30D | -1.1% | +12.8% | -13.9% | -8.3% |
| 3M | +7.6% | +12.1% | -4.5% | -0.1% |
| 6M | -20.1% | +6.0% | -26.1% | -24.6% |
| YTD | +3.0% | +24.4% | -21.3% | -13.2% |
| 1Y | +3.2% | +17.1% | -13.9% | -9.6% |
| 3Y | +48.9% | +92.2% | -43.3% | -9.6% |
| 5Y | +21.1% | +122.5% | -101.5% | -34.3% |
| 10Y | +242.8% | +758.9% | -516.1% | +11.6% |
| All | +242.8% | +756.8% | -514.0% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling