+393.6%
COHR vs ZBH
-28.6%
+422.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.9% |
| 7D | +8.3% | -4.7% | +13.0% | +9.4% |
| 30D | -14.1% | -4.5% | -9.6% | -13.6% |
| 3M | -16.0% | +7.6% | -23.6% | -19.0% |
| 6M | +21.5% | +0.3% | +21.2% | +19.5% |
| YTD | +65.4% | +4.5% | +60.9% | +59.7% |
| 1Y | +195.0% | -9.4% | +204.4% | +197.4% |
| 3Y | +830.2% | -21.5% | +851.6% | +879.1% |
| All | +393.6% | -28.6% | +422.2% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling