+522.3%
COHR vs RPRX
+52.7%
+469.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -8.4% | +16.7% | +11.1% |
| 30D | -14.1% | -0.6% | -13.5% | -14.2% |
| 3M | -16.0% | +6.4% | -22.4% | -18.7% |
| 6M | +21.5% | +26.6% | -5.1% | +9.9% |
| YTD | +65.4% | +53.8% | +11.7% | +40.1% |
| 1Y | +195.0% | +62.8% | +132.2% | +144.8% |
| 3Y | +830.2% | +118.0% | +712.1% | +581.9% |
| 5Y | +397.1% | +71.2% | +325.9% | +302.4% |
| All | +522.3% | +52.7% | +469.6% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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