+1,298.9%
COHR vs LLY
+1,572.9%
-274.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +8.3% | -2.9% | +11.3% | +9.0% |
| 30D | -14.1% | -8.4% | -5.7% | -12.7% |
| 3M | -16.0% | -3.8% | -12.3% | -16.4% |
| 6M | +21.5% | +11.9% | +9.5% | +15.9% |
| YTD | +65.4% | +4.3% | +61.1% | +59.6% |
| 1Y | +195.0% | +48.5% | +146.6% | +157.3% |
| 3Y | +830.2% | +91.2% | +738.9% | +644.9% |
| 5Y | +397.1% | +387.5% | +9.6% | +196.4% |
| All | +1,298.9% | +1,572.9% | -274.1% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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