+13.8%
BIIB vs CASY
+161.8%
-148.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +2.0% | +3.6% | -1.5% | +1.7% |
| 30D | +8.8% | +9.1% | -0.2% | +8.0% |
| 3M | +20.3% | -16.5% | +36.8% | +21.9% |
| 6M | +23.9% | -19.7% | +43.6% | +26.4% |
| YTD | +44.0% | +29.3% | +14.7% | +37.8% |
| 1Y | +53.8% | +33.1% | +20.7% | +46.5% |
| 3Y | +13.8% | +158.5% | -144.7% | -5.6% |
| All | +13.8% | +161.8% | -148.0% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling