+1,298.9%
COHR vs BMY
+63.7%
+1,235.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | +8.3% | -4.8% | +13.1% | +9.7% |
| 30D | -14.1% | -0.1% | -14.0% | -14.4% |
| 3M | -16.0% | +13.1% | -29.1% | -19.8% |
| 6M | +21.5% | +8.4% | +13.1% | +17.0% |
| YTD | +65.4% | +22.0% | +43.5% | +53.4% |
| 1Y | +195.0% | +40.3% | +154.7% | +160.4% |
| 3Y | +830.2% | +20.5% | +809.6% | +744.2% |
| 5Y | +397.1% | +23.7% | +373.4% | +334.7% |
| All | +1,298.9% | +63.7% | +1,235.2% | +988.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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