-76.2%
CAPR vs BIIB
-30.2%
-45.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.7% |
| 7D | -9.5% | -1.6% | -7.9% | -9.2% |
| 30D | +121.5% | +2.2% | +119.3% | +120.8% |
| 3M | -65.4% | +10.3% | -75.7% | -66.1% |
| 6M | -67.5% | +14.9% | -82.5% | -68.6% |
| YTD | -68.6% | +20.7% | -89.4% | -70.1% |
| 1Y | +42.7% | +50.3% | -7.7% | +28.8% |
| 3Y | +43.4% | -18.0% | +61.3% | +45.0% |
| 5Y | +86.0% | -33.9% | +120.0% | +91.0% |
| All | -76.2% | -30.2% | -45.9% | -76.4% |
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 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