+793.0%
COHR vs SYK
-4.6%
+797.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.3% |
| 7D | +10.9% | -12.3% | +23.2% | +11.5% |
| 30D | -10.8% | -22.4% | +11.7% | -9.2% |
| 3M | -17.4% | -12.3% | -5.0% | -19.0% |
| 6M | +12.5% | -24.3% | +36.8% | +18.2% |
| YTD | +58.8% | -22.8% | +81.6% | +64.8% |
| 1Y | +183.3% | -28.8% | +212.1% | +206.5% |
| All | +793.0% | -4.6% | +797.6% | +772.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling