+275.9%
COST vs BBIO
+136.7%
+139.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -1.1% |
| 30D | -4.7% | -13.6% | +8.9% | -4.1% |
| 3M | -7.1% | +7.2% | -14.4% | -7.5% |
| 6M | -8.5% | +1.5% | -10.0% | -8.8% |
| YTD | +5.4% | -5.3% | +10.7% | +5.2% |
| 1Y | -5.6% | +37.7% | -43.3% | -7.6% |
| 3Y | +68.5% | +153.9% | -85.4% | +58.4% |
| 5Y | +105.2% | +43.9% | +61.4% | +81.4% |
| All | +275.9% | +136.7% | +139.3% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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