+1,298.9%
COHR vs BMRN
-29.6%
+1,328.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -1.3% | +9.6% | +8.7% |
| 30D | -14.1% | -6.5% | -7.6% | -12.3% |
| 3M | -16.0% | +18.3% | -34.3% | -22.0% |
| 6M | +21.5% | +8.9% | +12.6% | +15.1% |
| YTD | +65.4% | +10.5% | +54.9% | +55.2% |
| 1Y | +195.0% | +17.5% | +177.5% | +167.6% |
| 3Y | +830.2% | -27.7% | +857.9% | +891.9% |
| 5Y | +397.1% | -15.8% | +412.9% | +384.8% |
| All | +1,298.9% | -29.6% | +1,328.5% | +1,216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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