+195.0%
COHR vs AMGN
+39.2%
+155.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.1% |
| 7D | +8.3% | -13.7% | +22.0% | +7.5% |
| 30D | -14.1% | -8.8% | -5.3% | -15.1% |
| 3M | -16.0% | +7.2% | -23.2% | -19.1% |
| 6M | +21.5% | +1.3% | +20.2% | +18.5% |
| YTD | +65.4% | +17.6% | +47.8% | +59.1% |
| 1Y | +195.0% | +37.2% | +157.8% | +162.0% |
| All | +195.0% | +39.2% | +155.8% | +162.0% |
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