+1,298.9%
COHR vs ALNY
+260.0%
+1,038.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +8.3% | -6.5% | +14.9% | +9.6% |
| 30D | -14.1% | +11.0% | -25.2% | -16.1% |
| 3M | -16.0% | -14.1% | -1.9% | -15.6% |
| 6M | +21.5% | -22.4% | +43.9% | +23.9% |
| YTD | +65.4% | -37.5% | +102.9% | +76.0% |
| 1Y | +195.0% | -46.9% | +241.9% | +224.3% |
| 3Y | +830.2% | +22.1% | +808.1% | +740.0% |
| 5Y | +397.1% | +31.2% | +365.9% | +324.7% |
| All | +1,298.9% | +260.0% | +1,038.9% | +876.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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