+1,300.2%
BMY vs COF
+5,625.4%
-4,325.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -4.8% | -2.7% | -2.2% | -4.4% |
| 30D | -0.7% | -3.4% | +2.7% | -0.1% |
| 3M | +15.3% | +15.4% | -0.1% | +12.5% |
| 6M | +8.5% | +14.4% | -5.9% | +5.9% |
| YTD | +23.4% | -12.0% | +35.4% | +25.3% |
| 1Y | +42.9% | -3.7% | +46.7% | +42.8% |
| 3Y | +22.0% | +121.1% | -99.1% | +4.2% |
| 5Y | +24.3% | +47.8% | -23.5% | +11.1% |
| 10Y | +64.6% | +250.3% | -185.7% | +20.7% |
| All | +1,300.2% | +5,625.4% | -4,325.3% | +442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling