+26.1%
COHR vs TEVA
+81.2%
-55.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.8% | -13.0% |
| 7D | -28.4% | +0.7% | -29.2% | -28.5% |
| 30D | -49.8% | +6.8% | -56.6% | -50.3% |
| 3M | -48.3% | +20.3% | -68.6% | -49.7% |
| 6M | -49.4% | +16.5% | -65.9% | -49.5% |
| YTD | -8.0% | +33.9% | -41.9% | -15.7% |
| 1Y | +26.1% | +69.8% | -43.7% | +2.7% |
| All | +26.1% | +81.2% | -55.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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