+1,298.9%
COHR vs TEVA
-22.9%
+1,321.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.6% |
| 7D | +8.3% | +2.0% | +6.3% | +7.8% |
| 30D | -14.1% | +1.0% | -15.1% | -14.4% |
| 3M | -16.0% | +7.3% | -23.3% | -18.4% |
| 6M | +21.5% | +21.7% | -0.3% | +12.8% |
| YTD | +65.4% | +18.8% | +46.6% | +55.2% |
| 1Y | +195.0% | +86.5% | +108.5% | +140.9% |
| 3Y | +830.2% | +269.4% | +560.7% | +494.0% |
| 5Y | +397.1% | +303.6% | +93.5% | +199.7% |
| All | +1,298.9% | -22.9% | +1,321.8% | +955.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling