+194.8%
COHR vs SYK
-21.3%
+216.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +5.6% |
| 7D | +1.0% | -8.3% | +9.3% | -4.5% |
| 30D | -14.1% | -10.1% | -4.1% | -19.4% |
| 3M | -33.2% | +0.9% | -34.1% | -32.2% |
| 6M | +2.5% | -20.2% | +22.7% | +1.1% |
| YTD | +52.7% | -13.3% | +66.0% | +57.1% |
| 1Y | +194.8% | -22.3% | +217.1% | +187.1% |
| All | +194.8% | -21.3% | +216.1% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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