+1,298.9%
COHR vs VEEV
+556.2%
+742.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.0% |
| 7D | +8.3% | -4.6% | +13.0% | +10.1% |
| 30D | -14.1% | +8.6% | -22.8% | -17.8% |
| 3M | -16.0% | +62.4% | -78.4% | -32.6% |
| 6M | +21.5% | +40.3% | -18.8% | +1.2% |
| YTD | +65.4% | +17.5% | +47.9% | +47.3% |
| 1Y | +195.0% | -6.1% | +201.1% | +188.9% |
| 3Y | +830.2% | +16.7% | +813.5% | +696.3% |
| 5Y | +397.1% | -13.3% | +410.5% | +368.0% |
| All | +1,298.9% | +556.2% | +742.7% | +359.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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