+830.2%
COHR vs ABBV
+91.6%
+738.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +8.3% | +0.3% | +8.1% | +8.3% |
| 30D | -14.1% | +3.4% | -17.5% | -14.3% |
| 3M | -16.0% | +15.2% | -31.2% | -18.4% |
| 6M | +21.5% | +14.7% | +6.8% | +17.9% |
| YTD | +65.4% | +15.2% | +50.3% | +60.8% |
| 1Y | +195.0% | +20.4% | +174.6% | +184.3% |
| 3Y | +830.2% | +91.3% | +738.8% | +755.5% |
| All | +830.2% | +91.6% | +738.6% | +755.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling