+4,151.7%
COP vs BIIB
+7,261.0%
-3,109.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | +17.5% | +6.9% | +10.6% | +16.8% |
| 3M | +13.4% | +12.4% | +0.9% | +12.1% |
| 6M | +17.7% | +16.3% | +1.5% | +16.0% |
| YTD | +46.6% | +25.5% | +21.1% | +43.3% |
| 1Y | +44.6% | +57.8% | -13.2% | +38.6% |
| 3Y | +20.7% | -17.3% | +38.0% | +21.3% |
| 5Y | +185.0% | -33.8% | +218.9% | +188.8% |
| 10Y | +347.0% | -29.6% | +376.6% | +336.4% |
| All | +4,151.7% | +7,261.0% | -3,109.3% | +3,119.7% |
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