+758.0%
COHR vs BBIO
+136.7%
+621.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +8.3% | -3.2% | +11.5% | +8.9% |
| 30D | -14.1% | -13.6% | -0.5% | -12.3% |
| 3M | -16.0% | +7.2% | -23.2% | -17.0% |
| 6M | +21.5% | +1.5% | +20.0% | +20.8% |
| YTD | +65.4% | -5.3% | +70.7% | +65.7% |
| 1Y | +195.0% | +37.7% | +157.3% | +179.1% |
| 3Y | +830.2% | +153.9% | +676.2% | +691.1% |
| 5Y | +397.1% | +43.9% | +353.2% | +276.8% |
| All | +758.0% | +136.7% | +621.4% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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