+1,298.9%
COHR vs SYK
+179.2%
+1,119.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.1% |
| 7D | +8.3% | -9.1% | +17.4% | +13.0% |
| 30D | -14.1% | -20.6% | +6.5% | -4.4% |
| 3M | -16.0% | -9.6% | -6.4% | -15.5% |
| 6M | +21.5% | -19.9% | +41.3% | +29.3% |
| YTD | +65.4% | -21.2% | +86.6% | +77.3% |
| 1Y | +195.0% | -28.4% | +223.4% | +232.8% |
| 3Y | +830.2% | -5.3% | +835.5% | +774.0% |
| 5Y | +397.1% | +6.0% | +391.1% | +332.1% |
| All | +1,298.9% | +179.2% | +1,119.6% | +640.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling