-98.0%
CAPR vs BIIB
+404.8%
-502.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +4.2% |
| 7D | +41.1% | -2.1% | +43.1% | +41.8% |
| 30D | +11.1% | +11.8% | -0.7% | +8.2% |
| 3M | +115.3% | +20.4% | +94.9% | +106.4% |
| 6M | -73.8% | +30.2% | -104.1% | -75.4% |
| YTD | -68.8% | +41.1% | -109.9% | -71.4% |
| 1Y | +43.3% | +58.4% | -15.1% | +27.7% |
| 3Y | +214.7% | -0.1% | +214.8% | +208.4% |
| 5Y | +141.3% | -10.9% | +152.2% | +137.6% |
| 10Y | -67.0% | -10.3% | -56.7% | -70.8% |
| All | -98.0% | +404.8% | -502.8% | -99.2% |
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