+193,103.2%
COHR vs QCOM
+54,832.8%
+138,270.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.2% | +3.9% | +6.3% |
| 7D | +11.0% | +5.1% | +5.9% | +9.6% |
| 30D | -20.4% | +4.3% | -24.7% | -21.1% |
| 3M | -24.9% | -19.6% | -5.3% | -20.0% |
| 6M | +28.1% | +29.5% | -1.4% | +20.1% |
| YTD | +63.6% | +3.4% | +60.2% | +61.6% |
| 1Y | +205.9% | +10.9% | +195.0% | +197.1% |
| 3Y | +809.3% | +74.8% | +734.5% | +706.6% |
| 5Y | +397.1% | +36.2% | +360.9% | +369.4% |
| 10Y | +1,238.1% | +263.7% | +974.4% | +951.3% |
| All | +193,103.2% | +54,832.8% | +138,270.4% | +85,896.2% |
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