+6,966.6%
BIIB vs COO
+4,377.0%
+2,589.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +6.9% | -7.0% | +13.9% | +7.8% |
| 3M | +12.4% | +12.2% | +0.2% | +10.9% |
| 6M | +16.3% | -15.1% | +31.4% | +18.4% |
| YTD | +25.5% | -15.1% | +40.6% | +27.8% |
| 1Y | +57.8% | +2.3% | +55.5% | +57.1% |
| 3Y | -17.3% | -23.7% | +6.3% | -15.2% |
| 5Y | -33.8% | -38.9% | +5.1% | -30.7% |
| 10Y | -29.6% | +49.9% | -79.5% | -33.5% |
| All | +6,966.6% | +4,377.0% | +2,589.6% | +5,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling