-33.9%
BIIB vs COO
-39.5%
+5.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -2.8% |
| 7D | -1.6% | -2.3% | +0.7% | -0.8% |
| 30D | +2.2% | -8.8% | +11.0% | +5.7% |
| 3M | +10.3% | +1.3% | +9.0% | +9.9% |
| 6M | +14.9% | -11.6% | +26.5% | +20.1% |
| YTD | +20.7% | -17.4% | +38.2% | +29.5% |
| 1Y | +50.3% | -1.6% | +51.9% | +50.3% |
| 3Y | -18.0% | -22.6% | +4.7% | -12.4% |
| 5Y | -33.9% | -40.3% | +6.4% | -25.0% |
| All | -33.9% | -39.5% | +5.6% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling