+123.1%
COP vs BIIB
-5.0%
+128.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -6.1% | +1.7% | -7.8% | -6.4% |
| 30D | +1.1% | +12.2% | -11.1% | -0.5% |
| 3M | +10.9% | +22.3% | -11.3% | +7.7% |
| 6M | +20.8% | +30.9% | -10.2% | +15.7% |
| YTD | +48.0% | +43.9% | +4.1% | +39.1% |
| 1Y | +58.5% | +62.1% | -3.5% | +45.8% |
| 3Y | +28.1% | +12.7% | +15.5% | +21.4% |
| All | +123.1% | -5.0% | +128.1% | +116.0% |
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