+112.4%
ASML vs COHR
+401.5%
-289.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | +2.8% | +13.0% | -10.2% | -1.6% |
| 30D | -0.2% | -6.7% | +6.4% | +1.3% |
| 3M | -2.6% | -14.7% | +12.2% | -0.2% |
| 6M | +27.9% | +20.3% | +7.6% | +13.1% |
| YTD | +62.4% | +64.4% | -2.0% | +26.0% |
| 1Y | +116.2% | +205.9% | -89.6% | +30.3% |
| 3Y | +182.4% | +814.1% | -631.7% | -4.3% |
| 5Y | +112.4% | +387.4% | -275.0% | -5.6% |
| All | +112.4% | +401.5% | -289.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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