+152.2%
CAKE vs BIIB
-28.1%
+180.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -4.5% | -1.7% | -2.9% | -4.1% |
| 30D | -12.4% | +4.0% | -16.4% | -13.5% |
| 3M | +37.3% | +8.6% | +28.7% | +33.7% |
| 6M | +70.7% | +14.0% | +56.7% | +63.2% |
| YTD | +106.0% | +23.4% | +82.6% | +91.7% |
| 1Y | +79.7% | +45.9% | +33.8% | +59.0% |
| 3Y | +267.8% | -16.1% | +283.9% | +274.4% |
| All | +152.2% | -28.1% | +180.2% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling