+107.7%
COST vs BIIB
-28.1%
+135.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | -4.7% | +4.0% | -8.7% | -5.3% |
| 3M | -7.1% | +8.6% | -15.7% | -8.3% |
| 6M | -8.5% | +14.0% | -22.5% | -10.5% |
| YTD | +5.4% | +23.4% | -18.0% | +1.7% |
| 1Y | -5.6% | +45.9% | -51.5% | -11.4% |
| 3Y | +68.5% | -16.1% | +84.6% | +71.0% |
| All | +107.7% | -28.1% | +135.8% | +116.4% |
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