-69.4%
CAPR vs BIIB
-20.7%
-48.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.2% |
| 7D | +5.9% | +2.0% | +3.9% | +5.5% |
| 30D | +44.6% | +8.8% | +35.8% | +41.9% |
| 3M | +126.4% | +20.3% | +106.1% | +117.1% |
| 6M | -68.6% | +23.9% | -92.5% | -70.1% |
| YTD | -67.0% | +44.0% | -111.0% | -69.9% |
| 1Y | +65.2% | +53.8% | +11.3% | +48.0% |
| 3Y | +235.6% | +13.8% | +221.7% | +216.7% |
| 5Y | +175.4% | -6.3% | +181.7% | +164.5% |
| All | -69.4% | -20.7% | -48.6% | -71.6% |
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