+35.1%
COHR vs REGN
+41.0%
-5.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.7% | +15.1% | +17.1% |
| 7D | +12.6% | -4.3% | +16.9% | +11.3% |
| 30D | -28.0% | +23.2% | -51.2% | -24.4% |
| 3M | -40.6% | +17.4% | -58.0% | -38.0% |
| 6M | -32.8% | +29.0% | -61.9% | -28.2% |
| YTD | +22.0% | +19.6% | +2.4% | +32.7% |
| All | +35.1% | +41.0% | -5.9% | +67.7% |
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