+393.6%
COHR vs MRK
+128.0%
+265.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +8.3% | -4.3% | +12.6% | +8.5% |
| 30D | -14.1% | +8.3% | -22.4% | -14.5% |
| 3M | -16.0% | +20.0% | -36.1% | -17.2% |
| 6M | +21.5% | +25.7% | -4.2% | +19.1% |
| YTD | +65.4% | +38.7% | +26.7% | +60.7% |
| 1Y | +195.0% | +74.7% | +120.3% | +180.0% |
| 3Y | +830.2% | +45.4% | +784.8% | +784.2% |
| All | +393.6% | +128.0% | +265.5% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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