+5,625.4%
COF vs BIIB
+51,772.0%
-46,146.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.7% | -5.4% | +2.7% | -1.6% |
| 30D | -3.4% | +1.7% | -5.1% | -3.7% |
| 3M | +15.4% | +5.8% | +9.6% | +13.8% |
| 6M | +14.4% | +11.9% | +2.5% | +11.3% |
| YTD | -12.0% | +19.7% | -31.7% | -15.8% |
| 1Y | -3.7% | +46.7% | -50.5% | -11.7% |
| 3Y | +121.1% | -18.6% | +139.7% | +124.8% |
| 5Y | +47.8% | -29.8% | +77.6% | +52.1% |
| 10Y | +250.3% | -28.8% | +279.1% | +226.8% |
| All | +5,625.4% | +51,772.0% | -46,146.6% | +2,406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling