-28.3%
BIIB vs COO
+17.0%
-45.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.7% | -22.5% | +20.9% | +6.8% |
| 30D | +4.0% | -29.7% | +33.7% | +16.9% |
| 3M | +8.6% | -20.1% | +28.7% | +16.7% |
| 6M | +14.0% | -26.9% | +40.9% | +26.1% |
| YTD | +23.4% | -34.2% | +57.6% | +41.7% |
| 1Y | +45.9% | -21.3% | +67.1% | +56.3% |
| 3Y | -16.1% | -38.7% | +22.5% | -3.8% |
| 5Y | -27.6% | -52.2% | +24.6% | -11.3% |
| All | -28.3% | +17.0% | -45.2% | -36.3% |
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