+393.6%
COHR vs DXCM
-38.7%
+432.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.6% |
| 7D | +8.3% | -5.5% | +13.9% | +9.7% |
| 30D | -14.1% | -8.6% | -5.6% | -12.5% |
| 3M | -16.0% | +10.3% | -26.3% | -19.0% |
| 6M | +21.5% | +25.2% | -3.8% | +12.4% |
| YTD | +65.4% | +25.1% | +40.3% | +53.4% |
| 1Y | +195.0% | +9.2% | +185.8% | +181.8% |
| 3Y | +830.2% | -22.6% | +852.8% | +795.4% |
| All | +393.6% | -38.7% | +432.2% | +371.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 5y: compounded portfolio wealth divided by compounded DXCM 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…
5y analysis · Full analysis span regression · 6 months rolling