+48.4%
COHR vs GILD
+46.6%
+1.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.1% |
| 7D | +20.2% | -2.7% | +22.9% | +19.3% |
| 30D | -18.6% | +12.8% | -31.4% | -15.8% |
| 3M | -28.6% | +25.7% | -54.3% | -25.8% |
| 6M | -38.2% | +28.7% | -66.9% | -35.2% |
| YTD | +27.1% | +40.8% | -13.7% | +34.7% |
| 1Y | +48.4% | +41.9% | +6.5% | +58.6% |
| All | +48.4% | +46.6% | +1.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 1y: compounded portfolio wealth divided by compounded GILD 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…
1y analysis · Full analysis span regression · 6 months rolling