-21.9%
BIIB vs CASY
+539.5%
-561.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | +1.7% | +5.0% | -3.2% | +0.7% |
| 30D | +12.2% | +8.2% | +4.0% | +10.4% |
| 3M | +22.3% | -18.2% | +40.4% | +26.8% |
| 6M | +30.9% | -18.6% | +49.5% | +35.1% |
| YTD | +43.9% | +26.8% | +17.1% | +33.6% |
| 1Y | +62.1% | +31.6% | +30.5% | +49.0% |
| 3Y | +12.7% | +156.5% | -143.9% | -14.0% |
| 5Y | -5.1% | +258.6% | -263.7% | -34.3% |
| 10Y | -21.9% | +550.3% | -572.2% | -54.6% |
| All | -21.9% | +539.5% | -561.4% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling