+830.2%
COHR vs IQV
+22.1%
+808.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.7% |
| 7D | +8.3% | -2.2% | +10.6% | +8.9% |
| 30D | -14.1% | +8.3% | -22.4% | -16.1% |
| 3M | -16.0% | +44.6% | -60.6% | -27.2% |
| 6M | +21.5% | +52.6% | -31.1% | +1.1% |
| YTD | +65.4% | +16.1% | +49.3% | +56.0% |
| 1Y | +195.0% | +37.3% | +157.7% | +152.3% |
| 3Y | +830.2% | +21.6% | +808.6% | +704.0% |
| All | +830.2% | +22.1% | +808.1% | +704.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling