+194.8%
COHR vs REGN
+46.5%
+148.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.5% | +6.6% |
| 7D | +1.0% | +4.2% | -3.3% | +0.8% |
| 30D | -14.1% | +7.8% | -21.9% | -14.6% |
| 3M | -33.2% | +31.8% | -65.0% | -34.8% |
| 6M | +2.5% | +5.4% | -2.8% | +4.6% |
| YTD | +52.7% | +7.7% | +45.1% | +55.7% |
| 1Y | +194.8% | +46.7% | +148.1% | +192.1% |
| All | +194.8% | +46.5% | +148.3% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling