+149.1%
COPX vs BIIB
-16.5%
+165.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.3% | -1.7% | -0.7% | -2.1% |
| 30D | +0.3% | +4.0% | -3.7% | -0.7% |
| 3M | +6.8% | +8.6% | -1.8% | +4.1% |
| 6M | +7.9% | +14.0% | -6.1% | +3.5% |
| YTD | +23.7% | +23.4% | +0.3% | +15.2% |
| 1Y | +71.5% | +45.9% | +25.6% | +50.3% |
| 3Y | +149.1% | -16.1% | +165.2% | +156.6% |
| All | +149.1% | -16.5% | +165.6% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling