+21.0%
COHR vs IDXX
-5.1%
+26.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +0.8% | +12.8% | +13.8% |
| 7D | -8.3% | +22.6% | -31.0% | -1.0% |
| 30D | -42.4% | +33.4% | -75.8% | -35.3% |
| 3M | -42.3% | +14.6% | -56.9% | -38.0% |
| 6M | -44.1% | +16.7% | -60.8% | -37.8% |
| YTD | +4.5% | -0.1% | +4.5% | +20.2% |
| 1Y | +21.0% | -5.3% | +26.3% | +44.5% |
| All | +21.0% | -5.1% | +26.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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