+373.8%
COHR vs SYK
+3.4%
+370.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +10.9% | -12.3% | +23.2% | +16.5% |
| 30D | -10.8% | -22.4% | +11.7% | -1.3% |
| 3M | -17.4% | -12.3% | -5.0% | -16.7% |
| 6M | +12.5% | -24.3% | +36.8% | +23.4% |
| YTD | +58.8% | -22.8% | +81.6% | +71.1% |
| 1Y | +183.3% | -28.8% | +212.1% | +220.4% |
| 3Y | +783.0% | -4.0% | +787.0% | +682.9% |
| All | +373.8% | +3.4% | +370.4% | +284.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling