-37.7%
CAG vs BIIB
-26.2%
-11.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -5.7% | -1.7% | -4.0% | -5.6% |
| 30D | -2.4% | +4.0% | -6.4% | -2.7% |
| 3M | +9.8% | +8.6% | +1.2% | +9.0% |
| 6M | -10.8% | +14.0% | -24.8% | -11.9% |
| YTD | -10.8% | +23.4% | -34.2% | -12.5% |
| 1Y | -19.0% | +45.9% | -64.9% | -21.6% |
| 3Y | -39.7% | -16.1% | -23.5% | -40.0% |
| 5Y | -43.0% | -27.6% | -15.4% | -43.3% |
| All | -37.7% | -26.2% | -11.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling