-33.9%
BIIB vs CASY
+274.3%
-308.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.2% |
| 7D | -1.6% | -4.4% | +2.7% | -0.8% |
| 30D | +2.2% | -12.0% | +14.2% | +4.6% |
| 3M | +10.3% | -2.3% | +12.7% | +9.7% |
| 6M | +14.9% | +10.5% | +4.4% | +10.5% |
| YTD | +20.7% | +33.0% | -12.3% | +10.7% |
| 1Y | +50.3% | +41.1% | +9.2% | +35.4% |
| 3Y | -18.0% | +207.5% | -225.4% | -44.6% |
| 5Y | -33.9% | +290.7% | -324.6% | -60.8% |
| All | -33.9% | +274.3% | -308.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling