+226.1%
BIIB vs CPAY
+1,533.9%
-1,307.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -4.0% | -2.7% | -1.4% | -3.4% |
| 30D | +5.7% | +0.6% | +5.1% | +5.5% |
| 3M | +10.9% | +17.0% | -6.1% | +6.5% |
| 6M | +14.3% | +24.1% | -9.8% | +7.7% |
| YTD | +22.4% | +35.7% | -13.3% | +11.9% |
| 1Y | +51.1% | +34.0% | +17.0% | +38.2% |
| 3Y | -16.8% | +50.3% | -67.1% | -27.6% |
| 5Y | -28.1% | +56.7% | -84.8% | -39.3% |
| 10Y | -27.2% | +153.9% | -181.2% | -51.1% |
| All | +226.1% | +1,533.9% | -1,307.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling