+84,976.1%
ASML vs COHR
+25,056.0%
+59,920.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +1.3% |
| 7D | +4.9% | +13.1% | -8.2% | +1.5% |
| 30D | -9.3% | -17.2% | +7.9% | -5.6% |
| 3M | -19.0% | -33.3% | +14.4% | -11.9% |
| 6M | -5.2% | -46.0% | +40.7% | +6.2% |
| YTD | +40.6% | +18.2% | +22.4% | +28.2% |
| 1Y | +47.5% | +55.9% | -8.4% | +25.6% |
| 3Y | +133.9% | +544.7% | -410.8% | +33.9% |
| 5Y | +83.8% | +234.6% | -150.8% | +18.3% |
| 10Y | +1,539.7% | +656.2% | +883.6% | +734.4% |
| All | +84,976.1% | +25,056.0% | +59,920.1% | +26,391.5% |
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