+134,683.7%
COHR vs REGN
+3,485.7%
+131,197.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.4% |
| 7D | +8.3% | -5.6% | +13.9% | +9.2% |
| 30D | -14.1% | -2.0% | -12.2% | -14.0% |
| 3M | -16.0% | +28.0% | -44.0% | -19.1% |
| 6M | +21.5% | +1.2% | +20.3% | +20.6% |
| YTD | +65.4% | +1.6% | +63.8% | +64.2% |
| 1Y | +195.0% | +38.2% | +156.8% | +179.8% |
| 3Y | +830.2% | -5.4% | +835.5% | +825.3% |
| 5Y | +397.1% | +21.3% | +375.8% | +375.6% |
| 10Y | +1,317.7% | +105.2% | +1,212.5% | +1,150.7% |
| All | +134,683.7% | +3,485.7% | +131,197.9% | +60,783.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling