+6,966.6%
BIIB vs CASY
+26,893.0%
-19,926.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +6.9% | -11.3% | +18.2% | +9.9% |
| 3M | +12.4% | -0.6% | +13.1% | +11.3% |
| 6M | +16.3% | +10.7% | +5.5% | +11.7% |
| YTD | +25.5% | +37.1% | -11.6% | +14.1% |
| 1Y | +57.8% | +52.3% | +5.5% | +39.4% |
| 3Y | -17.3% | +215.2% | -232.5% | -40.7% |
| 5Y | -33.8% | +276.5% | -310.3% | -54.9% |
| 10Y | -29.6% | +508.4% | -537.9% | -59.5% |
| All | +6,966.6% | +26,893.0% | -19,926.4% | +1,415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling