-77.3%
CAPR vs BIIB
-30.8%
-46.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -12.6% | -5.4% | -7.3% | -11.5% |
| 30D | +124.4% | +1.7% | +122.7% | +124.0% |
| 3M | -66.8% | +5.8% | -72.6% | -67.2% |
| 6M | -71.8% | +11.9% | -83.7% | -72.6% |
| YTD | -70.1% | +19.7% | -89.8% | -71.5% |
| 1Y | +33.3% | +46.7% | -13.4% | +21.0% |
| 3Y | +36.7% | -18.6% | +55.3% | +38.5% |
| 5Y | +72.5% | -29.8% | +102.2% | +75.7% |
| 10Y | -77.3% | -28.8% | -48.4% | -77.5% |
| All | -77.3% | -30.8% | -46.4% | -77.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling