+1,298.9%
COHR vs NVMI
+3,158.6%
-1,859.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.1% |
| 7D | +8.3% | -0.1% | +8.4% | +8.5% |
| 30D | -14.1% | -8.4% | -5.7% | -8.3% |
| 3M | -16.0% | -33.6% | +17.6% | +13.7% |
| 6M | +21.5% | -14.7% | +36.1% | +39.3% |
| YTD | +65.4% | +13.2% | +52.2% | +56.2% |
| 1Y | +195.0% | +29.0% | +166.0% | +154.4% |
| 3Y | +830.2% | +215.0% | +615.2% | +324.4% |
| 5Y | +397.1% | +268.6% | +128.5% | +96.1% |
| All | +1,298.9% | +3,158.6% | -1,859.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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