+1,298.9%
COHR vs XLV
+174.9%
+1,123.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +8.3% | -3.6% | +11.9% | +11.9% |
| 30D | -14.1% | -1.8% | -12.3% | -13.5% |
| 3M | -16.0% | +7.8% | -23.8% | -24.8% |
| 6M | +21.5% | +9.1% | +12.4% | +6.7% |
| YTD | +65.4% | +7.7% | +57.7% | +47.3% |
| 1Y | +195.0% | +20.4% | +174.6% | +131.5% |
| 3Y | +830.2% | +30.8% | +799.4% | +560.4% |
| 5Y | +397.1% | +34.6% | +362.5% | +242.3% |
| All | +1,298.9% | +174.9% | +1,123.9% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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