+793.0%
COHR vs PFE
-2.1%
+795.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +10.9% | -4.0% | +14.9% | +11.2% |
| 30D | -10.8% | +3.9% | -14.6% | -11.2% |
| 3M | -17.4% | +9.9% | -27.3% | -18.2% |
| 6M | +12.5% | +5.3% | +7.2% | +12.1% |
| YTD | +58.8% | +16.8% | +42.1% | +54.8% |
| 1Y | +183.3% | +20.4% | +162.9% | +174.4% |
| All | +793.0% | -2.1% | +795.1% | +806.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling