+1,298.9%
COHR vs QCOM
+295.7%
+1,003.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.3% |
| 7D | +8.3% | +7.8% | +0.5% | +3.3% |
| 30D | -14.1% | +12.2% | -26.3% | -20.3% |
| 3M | -16.0% | -9.9% | -6.2% | -9.3% |
| 6M | +21.5% | +36.9% | -15.5% | -3.8% |
| YTD | +65.4% | +8.0% | +57.4% | +51.1% |
| 1Y | +195.0% | +15.0% | +180.0% | +157.0% |
| 3Y | +830.2% | +75.8% | +754.3% | +521.1% |
| 5Y | +397.1% | +42.2% | +354.9% | +269.5% |
| All | +1,298.9% | +295.7% | +1,003.1% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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