+393.6%
COHR vs GILD
+142.1%
+251.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.3% |
| 7D | +8.3% | -4.8% | +13.2% | +9.1% |
| 30D | -14.1% | +5.8% | -19.9% | -15.2% |
| 3M | -16.0% | +14.9% | -30.9% | -18.8% |
| 6M | +21.5% | -0.4% | +21.8% | +21.5% |
| YTD | +65.4% | +18.5% | +46.9% | +59.7% |
| 1Y | +195.0% | +25.1% | +169.9% | +181.1% |
| 3Y | +830.2% | +105.9% | +724.3% | +676.0% |
| All | +393.6% | +142.1% | +251.4% | +279.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling