+1,298.9%
COHR vs ABBV
+515.4%
+783.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +8.3% | +0.3% | +8.1% | +8.2% |
| 30D | -14.1% | +3.4% | -17.5% | -15.3% |
| 3M | -16.0% | +15.2% | -31.2% | -21.0% |
| 6M | +21.5% | +14.7% | +6.8% | +13.9% |
| YTD | +65.4% | +15.2% | +50.3% | +55.1% |
| 1Y | +195.0% | +20.4% | +174.6% | +171.5% |
| 3Y | +830.2% | +91.3% | +738.8% | +605.7% |
| 5Y | +397.1% | +189.6% | +207.5% | +206.7% |
| All | +1,298.9% | +515.4% | +783.4% | +568.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling