+1,298.9%
COHR vs REGN
+105.3%
+1,193.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.7% |
| 7D | +8.3% | -5.6% | +13.9% | +10.4% |
| 30D | -14.1% | -2.0% | -12.2% | -13.9% |
| 3M | -16.0% | +28.0% | -44.0% | -23.7% |
| 6M | +21.5% | +1.2% | +20.3% | +19.3% |
| YTD | +65.4% | +1.6% | +63.8% | +62.4% |
| 1Y | +195.0% | +38.2% | +156.8% | +156.4% |
| 3Y | +830.2% | -5.4% | +835.5% | +811.5% |
| 5Y | +397.1% | +21.3% | +375.8% | +336.1% |
| All | +1,298.9% | +105.3% | +1,193.6% | +881.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling