+194,127.2%
COHR vs QCOM
+55,561.7%
+138,565.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +13.0% | +4.4% | +8.6% | +11.8% |
| 30D | -6.7% | +9.4% | -16.0% | -8.8% |
| 3M | -14.7% | -13.7% | -1.1% | -10.9% |
| 6M | +20.3% | +28.9% | -8.6% | +12.9% |
| YTD | +64.4% | +4.7% | +59.7% | +61.9% |
| 1Y | +205.9% | +13.5% | +192.4% | +195.3% |
| 3Y | +814.1% | +77.1% | +737.0% | +708.1% |
| 5Y | +387.4% | +38.9% | +348.5% | +358.1% |
| 10Y | +1,308.9% | +281.8% | +1,027.1% | +996.7% |
| All | +194,127.2% | +55,561.7% | +138,565.5% | +86,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling