+393.6%
COHR vs NVS
+92.9%
+300.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -14.3% | +22.6% | +8.1% |
| 30D | -14.1% | -10.0% | -4.2% | -14.6% |
| 3M | -16.0% | -10.9% | -5.1% | -16.5% |
| 6M | +21.5% | -12.0% | +33.4% | +20.9% |
| YTD | +65.4% | +2.5% | +62.9% | +62.0% |
| 1Y | +195.0% | +10.7% | +184.3% | +186.4% |
| 3Y | +830.2% | +53.3% | +776.9% | +735.4% |
| All | +393.6% | +92.9% | +300.6% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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