+51.6%
COHR vs ABBV
+43.0%
+8.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -4.5% |
| 7D | -18.6% | +3.1% | -21.7% | -17.2% |
| 30D | -41.5% | +11.6% | -53.1% | -38.4% |
| 3M | -39.7% | +21.7% | -61.4% | -34.6% |
| 6M | -40.9% | +43.5% | -84.4% | -39.5% |
| YTD | +5.7% | +32.9% | -27.2% | +13.5% |
| 1Y | +51.6% | +40.7% | +10.9% | +64.7% |
| All | +51.6% | +43.0% | +8.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling