+793.0%
COHR vs QCOM
+69.4%
+723.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | +10.9% | +4.9% | +5.9% | +7.4% |
| 30D | -10.8% | +9.3% | -20.1% | -16.2% |
| 3M | -17.4% | -7.0% | -10.4% | -12.4% |
| 6M | +12.5% | +32.0% | -19.5% | -11.5% |
| YTD | +58.8% | +5.0% | +53.8% | +46.5% |
| 1Y | +183.3% | +13.6% | +169.7% | +142.0% |
| All | +793.0% | +69.4% | +723.6% | +394.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling