+321.1%
CAG vs BIIB
+7,081.0%
-6,759.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.8% |
| 7D | -5.9% | -4.0% | -1.8% | -5.7% |
| 30D | -1.5% | +5.7% | -7.2% | -1.8% |
| 3M | +11.5% | +10.9% | +0.5% | +10.8% |
| 6M | -15.7% | +14.3% | -30.0% | -16.3% |
| YTD | -10.2% | +22.4% | -32.6% | -11.3% |
| 1Y | -18.1% | +51.1% | -69.1% | -19.9% |
| 3Y | -39.4% | -16.8% | -22.6% | -39.2% |
| 5Y | -42.6% | -28.1% | -14.4% | -42.4% |
| 10Y | -35.6% | -27.2% | -8.3% | -36.8% |
| All | +321.1% | +7,081.0% | -6,759.8% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling