+606.1%
COST vs BBY
+252.7%
+353.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | -4.7% | +9.4% | -14.1% | -6.4% |
| 3M | -7.1% | +19.3% | -26.5% | -10.5% |
| 6M | -8.5% | +47.9% | -56.5% | -16.0% |
| YTD | +5.4% | +39.6% | -34.2% | -2.3% |
| 1Y | -5.6% | +22.2% | -27.8% | -10.5% |
| 3Y | +68.5% | +45.0% | +23.5% | +48.9% |
| 5Y | +105.2% | +2.6% | +102.7% | +91.0% |
| All | +606.1% | +252.7% | +353.4% | +431.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling