+86.0%
CAPR vs BIIB
-35.6%
+121.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.2% |
| 7D | -9.5% | -1.6% | -7.9% | -9.0% |
| 30D | +121.5% | +2.2% | +119.3% | +120.4% |
| 3M | -65.4% | +10.3% | -75.7% | -66.6% |
| 6M | -67.5% | +14.9% | -82.5% | -69.4% |
| YTD | -68.6% | +20.7% | -89.4% | -71.2% |
| 1Y | +42.7% | +50.3% | -7.7% | +18.9% |
| 3Y | +43.4% | -18.0% | +61.3% | +41.5% |
| 5Y | +86.0% | -33.9% | +120.0% | +78.1% |
| All | +86.0% | -35.6% | +121.7% | +78.1% |
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