+97,349.8%
ASML vs COHR
+32,402.8%
+64,947.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +2.6% |
| 7D | +1.1% | +1.0% | +0.2% | +0.9% |
| 30D | +2.2% | -14.1% | +16.3% | +5.0% |
| 3M | -2.3% | -33.2% | +30.9% | +5.5% |
| 6M | +23.0% | +2.5% | +20.4% | +18.5% |
| YTD | +61.1% | +52.7% | +8.3% | +39.7% |
| 1Y | +129.1% | +194.8% | -65.7% | +67.7% |
| 3Y | +165.4% | +650.8% | -485.5% | +47.5% |
| 5Y | +109.5% | +358.4% | -248.9% | +26.5% |
| 10Y | +1,645.7% | +1,191.2% | +454.6% | +699.5% |
| All | +97,349.8% | +32,402.8% | +64,947.0% | +28,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling