+60.7%
BMY vs COF
+248.6%
-187.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -4.8% | -5.1% | +0.4% | -3.9% |
| 30D | -0.1% | -6.0% | +5.9% | +0.9% |
| 3M | +13.1% | +14.8% | -1.7% | +10.4% |
| 6M | +8.4% | +15.3% | -6.9% | +5.7% |
| YTD | +22.0% | -13.0% | +35.0% | +24.0% |
| 1Y | +40.3% | -5.7% | +46.0% | +40.6% |
| 3Y | +20.5% | +118.1% | -97.6% | +2.8% |
| 5Y | +23.7% | +46.2% | -22.5% | +11.2% |
| All | +60.7% | +248.6% | -187.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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