+3,670.7%
COHR vs DXCM
+2,698.3%
+972.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.6% |
| 7D | +10.9% | -5.8% | +16.7% | +12.2% |
| 30D | -10.8% | -5.6% | -5.2% | -9.8% |
| 3M | -17.4% | +13.0% | -30.4% | -20.5% |
| 6M | +12.5% | +24.7% | -12.2% | +5.3% |
| YTD | +58.8% | +27.3% | +31.5% | +48.1% |
| 1Y | +183.3% | +11.2% | +172.1% | +170.6% |
| 3Y | +783.0% | -19.0% | +802.1% | +755.4% |
| 5Y | +377.2% | -38.5% | +415.7% | +379.7% |
| 10Y | +1,261.0% | +263.6% | +997.4% | +768.7% |
| All | +3,670.7% | +2,698.3% | +972.3% | +1,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling