+51.6%
COHR vs AMGN
+64.6%
-13.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.7% | -9.7% | -5.0% |
| 7D | -18.6% | +5.9% | -24.5% | -17.3% |
| 30D | -41.5% | +18.7% | -60.3% | -39.0% |
| 3M | -39.7% | +23.4% | -63.1% | -37.9% |
| 6M | -40.9% | +49.7% | -90.6% | -40.9% |
| YTD | +5.7% | +49.2% | -43.5% | +10.7% |
| 1Y | +51.6% | +65.7% | -14.2% | +62.6% |
| All | +51.6% | +64.6% | -13.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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