+830.2%
COHR vs VEEV
+18.9%
+811.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +4.1% |
| 7D | +8.3% | -4.6% | +13.0% | +8.6% |
| 30D | -14.1% | +8.6% | -22.8% | -14.9% |
| 3M | -16.0% | +62.4% | -78.4% | -21.0% |
| 6M | +21.5% | +40.3% | -18.8% | +17.5% |
| YTD | +65.4% | +17.5% | +47.9% | +68.9% |
| 1Y | +195.0% | -6.1% | +201.1% | +226.5% |
| 3Y | +830.2% | +16.7% | +813.5% | +802.4% |
| All | +830.2% | +18.9% | +811.2% | +802.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling