-20.6%
BIIB vs COO
+40.2%
-60.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | +10.5% | +13.3% | -2.8% | +5.7% |
| 3M | +24.3% | -18.1% | +42.4% | +32.3% |
| 6M | +28.0% | +6.7% | +21.3% | +23.8% |
| YTD | +44.0% | -23.2% | +67.2% | +56.5% |
| 1Y | +58.8% | -12.3% | +71.1% | +64.1% |
| 3Y | +12.7% | -23.6% | +36.3% | +19.5% |
| 5Y | -4.9% | -38.7% | +33.8% | +6.8% |
| 10Y | -20.6% | +42.2% | -62.8% | -33.7% |
| All | -20.6% | +40.2% | -60.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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