+2.0%
QCOM vs COST
+16.7%
-14.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +4.3% |
| 7D | +5.8% | +2.5% | +3.3% | +7.2% |
| 30D | -2.3% | +12.8% | -15.1% | +4.3% |
| 3M | +2.7% | +12.7% | -9.9% | +9.4% |
| 6M | -21.0% | +6.0% | -27.0% | -18.4% |
| YTD | +1.8% | +24.4% | -22.6% | +3.8% |
| All | +2.0% | +16.7% | -14.7% | +5.1% |
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