+144.6%
CAPR vs BIIB
-11.1%
+155.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +4.0% |
| 7D | +41.1% | -2.1% | +43.1% | +42.2% |
| 30D | +11.1% | +11.8% | -0.7% | +6.5% |
| 3M | +115.3% | +20.4% | +94.9% | +101.1% |
| 6M | -73.8% | +30.2% | -104.1% | -76.4% |
| YTD | -68.8% | +41.1% | -109.9% | -73.1% |
| 1Y | +43.3% | +58.4% | -15.1% | +17.6% |
| 3Y | +214.7% | -0.1% | +214.8% | +188.4% |
| All | +144.6% | -11.1% | +155.7% | +130.5% |
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 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