+67.9%
BIIB vs CAI
-8.1%
+76.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +2.2% | +9.1% | -7.0% | +2.1% |
| 3M | +10.3% | +53.8% | -43.5% | +10.1% |
| 6M | +14.9% | +33.5% | -18.6% | +15.1% |
| YTD | +20.7% | -8.0% | +28.8% | +22.5% |
| 1Y | +50.3% | -28.7% | +79.0% | +54.7% |
| All | +67.9% | -8.1% | +76.0% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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