+2.4%
QCOM vs COST
+20.0%
-17.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.5% |
| 7D | +13.0% | +2.5% | +10.5% | +14.5% |
| 30D | +0.2% | +14.6% | -14.4% | +7.8% |
| 3M | +9.2% | +15.2% | -6.0% | +17.7% |
| 6M | -15.0% | +7.2% | -22.2% | -11.4% |
| YTD | +5.2% | +27.4% | -22.2% | +8.4% |
| 1Y | +2.4% | +20.2% | -17.8% | +5.7% |
| All | +2.4% | +20.0% | -17.7% | +5.7% |
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