+43.1%
COF vs BIIB
-28.1%
+71.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -5.1% | -1.7% | -3.5% | -4.8% |
| 30D | -6.0% | +4.0% | -10.0% | -6.9% |
| 3M | +14.8% | +8.6% | +6.2% | +12.2% |
| 6M | +15.3% | +14.0% | +1.3% | +10.9% |
| YTD | -13.0% | +23.4% | -36.4% | -18.4% |
| 1Y | -5.7% | +45.9% | -51.6% | -15.6% |
| 3Y | +118.1% | -16.1% | +134.3% | +120.8% |
| All | +43.1% | -28.1% | +71.2% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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