-28.8%
BIIB vs CASY
+464.4%
-493.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | -4.0% | -17.2% | +13.2% | -0.5% |
| 30D | +5.7% | -24.4% | +30.0% | +11.5% |
| 3M | +10.9% | -31.4% | +42.3% | +19.3% |
| 6M | +14.3% | -8.9% | +23.2% | +14.5% |
| YTD | +22.4% | +13.8% | +8.6% | +16.2% |
| 1Y | +51.1% | +17.0% | +34.1% | +42.2% |
| 3Y | -16.8% | +163.1% | -179.9% | -37.7% |
| 5Y | -28.1% | +239.0% | -267.1% | -49.9% |
| All | -28.8% | +464.4% | -493.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling