+393.6%
COHR vs QCOM
+40.9%
+352.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.2% |
| 7D | +8.3% | +7.8% | +0.5% | +2.9% |
| 30D | -14.1% | +12.2% | -26.3% | -20.8% |
| 3M | -16.0% | -9.9% | -6.2% | -8.9% |
| 6M | +21.5% | +36.9% | -15.5% | -6.6% |
| YTD | +65.4% | +8.0% | +57.4% | +49.2% |
| 1Y | +195.0% | +15.0% | +180.0% | +151.4% |
| 3Y | +830.2% | +75.8% | +754.3% | +477.0% |
| All | +393.6% | +40.9% | +352.7% | +270.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling