-18.0%
BIIB vs CASY
+209.8%
-227.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.5% |
| 7D | -1.6% | -4.4% | +2.7% | -1.3% |
| 30D | +2.2% | -12.0% | +14.2% | +3.2% |
| 3M | +10.3% | -2.3% | +12.7% | +10.0% |
| 6M | +14.9% | +10.5% | +4.4% | +12.7% |
| YTD | +20.7% | +33.0% | -12.3% | +15.7% |
| 1Y | +50.3% | +41.1% | +9.2% | +42.9% |
| 3Y | -18.0% | +207.5% | -225.4% | -28.7% |
| All | -18.0% | +209.8% | -227.7% | -28.7% |
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 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