+393.6%
COHR vs PFE
-21.0%
+414.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -2.6% | +10.9% | +8.7% |
| 30D | -14.1% | +5.4% | -19.5% | -15.0% |
| 3M | -16.0% | +7.8% | -23.8% | -17.1% |
| 6M | +21.5% | +5.0% | +16.4% | +20.3% |
| YTD | +65.4% | +17.1% | +48.4% | +59.9% |
| 1Y | +195.0% | +19.3% | +175.7% | +183.7% |
| 3Y | +830.2% | -0.9% | +831.1% | +811.3% |
| All | +393.6% | -21.0% | +414.6% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling