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  • COHR vs QCOM✓SelectedUSD · QCOMCOHR vs QCOM performance historyLatest closeAs of+7.10%09/08
Stock and ETF performance explorer

COHR vs QCOM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+193,103.2%
QCOM return
+54,832.8%
Excess return
+138,270.4%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQCOMExcessAlpha
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