+830.2%
COHR vs BDX
-10.0%
+840.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +8.3% | -3.2% | +11.5% | +8.0% |
| 30D | -14.1% | -2.5% | -11.6% | -14.3% |
| 3M | -16.0% | +21.4% | -37.4% | -15.4% |
| 6M | +21.5% | +10.4% | +11.1% | +24.1% |
| YTD | +65.4% | +18.8% | +46.6% | +67.3% |
| 1Y | +195.0% | +21.7% | +173.3% | +196.7% |
| 3Y | +830.2% | -10.0% | +840.1% | +830.4% |
| All | +830.2% | -10.0% | +840.1% | +830.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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