+1,298.9%
COHR vs BSX
+83.9%
+1,214.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +8.3% | -10.1% | +18.4% | +13.9% |
| 30D | -14.1% | -16.4% | +2.3% | -6.6% |
| 3M | -16.0% | -8.9% | -7.1% | -13.9% |
| 6M | +21.5% | -38.3% | +59.7% | +52.0% |
| YTD | +65.4% | -54.9% | +120.4% | +145.5% |
| 1Y | +195.0% | -58.8% | +253.8% | +358.3% |
| 3Y | +830.2% | -21.2% | +851.4% | +866.6% |
| 5Y | +397.1% | -3.3% | +400.4% | +351.1% |
| All | +1,298.9% | +83.9% | +1,214.9% | +836.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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