+393.6%
COHR vs IQV
-0.1%
+393.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.4% |
| 7D | +8.3% | -2.2% | +10.6% | +9.3% |
| 30D | -14.1% | +8.3% | -22.4% | -17.3% |
| 3M | -16.0% | +44.6% | -60.6% | -31.8% |
| 6M | +21.5% | +52.6% | -31.1% | -6.4% |
| YTD | +65.4% | +16.1% | +49.3% | +47.4% |
| 1Y | +195.0% | +37.3% | +157.7% | +135.2% |
| 3Y | +830.2% | +21.6% | +808.6% | +668.5% |
| All | +393.6% | -0.1% | +393.7% | +330.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling