A Little Worried

So My Boyfriend And His Cousin Are Extremly Close..I Know Its His Cousin And He Doesn't Seem Like The Type But The Thing Is They Are REALLY Close.They Do Everything Together Like When I Just Met Him I Thought They Were In A Relationship...Everyone Does/Did

I've Never Questioned It Though

But At The Same Time She Always Make Me Feel Like Its A Competition Between Us

What Should I Do?Should I Be Worried?