+1,451.2%
COHR vs ABBV
+1,156.2%
+295.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.8% |
| 7D | +10.9% | -2.0% | +12.9% | +11.4% |
| 30D | -10.8% | +2.0% | -12.7% | -11.6% |
| 3M | -17.4% | +14.2% | -31.5% | -21.6% |
| 6M | +12.5% | +14.1% | -1.6% | +6.3% |
| YTD | +58.8% | +14.2% | +44.6% | +50.2% |
| 1Y | +183.3% | +24.2% | +159.1% | +160.4% |
| 3Y | +783.0% | +89.8% | +693.2% | +596.9% |
| 5Y | +377.2% | +187.2% | +190.1% | +219.9% |
| 10Y | +1,261.0% | +506.7% | +754.3% | +620.4% |
| All | +1,451.2% | +1,156.2% | +295.0% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling