-16.1%
BIIB vs CPAY
+49.1%
-65.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | +4.0% | -0.4% | +4.3% | +4.0% |
| 3M | +8.6% | +16.4% | -7.8% | +5.0% |
| 6M | +14.0% | +23.5% | -9.5% | +8.5% |
| YTD | +23.4% | +35.7% | -12.3% | +14.1% |
| 1Y | +45.9% | +30.2% | +15.7% | +35.8% |
| 3Y | -16.1% | +49.7% | -65.9% | -28.5% |
| All | -16.1% | +49.1% | -65.2% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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