+1,298.9%
COHR vs IQV
+242.6%
+1,056.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.2% |
| 7D | +8.3% | -2.2% | +10.6% | +9.5% |
| 30D | -14.1% | +8.3% | -22.4% | -18.0% |
| 3M | -16.0% | +44.6% | -60.6% | -34.5% |
| 6M | +21.5% | +52.6% | -31.1% | -10.7% |
| YTD | +65.4% | +16.1% | +49.3% | +41.4% |
| 1Y | +195.0% | +37.3% | +157.7% | +125.1% |
| 3Y | +830.2% | +21.6% | +808.6% | +637.1% |
| 5Y | +397.1% | +0.5% | +396.6% | +340.7% |
| All | +1,298.9% | +242.6% | +1,056.3% | +516.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling