+830.2%
COHR vs AMGN
+59.9%
+770.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | +8.3% | -13.7% | +22.0% | +10.0% |
| 30D | -14.1% | -8.8% | -5.3% | -13.8% |
| 3M | -16.0% | +7.2% | -23.2% | -18.5% |
| 6M | +21.5% | +1.3% | +20.2% | +19.2% |
| YTD | +65.4% | +17.6% | +47.8% | +57.6% |
| 1Y | +195.0% | +37.2% | +157.8% | +170.1% |
| 3Y | +830.2% | +57.7% | +772.4% | +649.5% |
| All | +830.2% | +59.9% | +770.3% | +649.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling