+960.9%
BSX vs COF
+5,523.6%
-4,562.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.7% |
| 7D | -8.2% | -6.1% | -2.1% | -6.8% |
| 30D | -15.8% | -5.2% | -10.6% | -14.7% |
| 3M | -10.8% | +17.0% | -27.8% | -14.2% |
| 6M | -38.4% | +12.9% | -51.3% | -40.3% |
| YTD | -54.8% | -13.5% | -41.3% | -53.7% |
| 1Y | -59.0% | -5.9% | -53.2% | -59.0% |
| 3Y | -20.0% | +117.1% | -137.1% | -35.6% |
| 5Y | -3.1% | +45.4% | -48.5% | -16.3% |
| 10Y | +83.3% | +244.1% | -160.8% | +23.9% |
| All | +960.9% | +5,523.6% | -4,562.7% | +228.8% |
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