-97.9%
CAPR vs BIIB
+348.8%
-446.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | +139.2% | +6.9% | +132.3% | +135.9% |
| 3M | -66.4% | +12.4% | -78.8% | -67.3% |
| 6M | -63.1% | +16.3% | -79.4% | -64.5% |
| YTD | -67.4% | +25.5% | -92.9% | -69.3% |
| 1Y | +58.2% | +57.8% | +0.4% | +41.2% |
| 3Y | +42.2% | -17.3% | +59.6% | +45.5% |
| 5Y | +87.3% | -33.8% | +121.1% | +96.3% |
| 10Y | -75.3% | -29.6% | -45.7% | -76.8% |
| All | -97.9% | +348.8% | -446.8% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling