+11.2%
QCOM vs COST
+116.5%
-105.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +6.1% |
| 7D | +0.4% | +4.1% | -3.7% | -1.8% |
| 30D | -6.6% | +12.0% | -18.6% | -12.2% |
| 3M | +3.7% | +11.2% | -7.5% | -2.4% |
| 6M | -13.3% | +6.1% | -19.4% | -17.7% |
| YTD | -1.8% | +22.9% | -24.7% | -15.9% |
| 1Y | -2.5% | +14.7% | -17.3% | -12.8% |
| 3Y | +47.0% | +92.3% | -45.4% | -12.5% |
| All | +11.2% | +116.5% | -105.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling