+6,164.4%
CAH vs BIIB
+6,983.3%
-818.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.3% |
| 7D | +0.5% | -1.6% | +2.1% | +0.6% |
| 30D | +1.7% | +2.2% | -0.5% | +1.5% |
| 3M | +17.9% | +10.3% | +7.5% | +16.6% |
| 6M | +10.9% | +14.9% | -4.0% | +9.1% |
| YTD | +17.9% | +20.7% | -2.9% | +15.1% |
| 1Y | +61.7% | +50.3% | +11.4% | +54.3% |
| 3Y | +183.7% | -18.0% | +201.7% | +185.6% |
| 5Y | +401.3% | -33.9% | +435.2% | +410.0% |
| 10Y | +293.7% | -30.9% | +324.6% | +283.7% |
| All | +6,164.4% | +6,983.3% | -818.9% | +4,450.4% |
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