-98.0%
CAPR vs BIIB
+414.7%
-512.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.8% |
| 7D | +7.6% | +1.7% | +5.9% | +7.3% |
| 30D | +13.3% | +12.2% | +1.1% | +10.4% |
| 3M | +130.4% | +22.3% | +108.1% | +120.2% |
| 6M | -70.8% | +30.9% | -101.7% | -72.6% |
| YTD | -69.3% | +43.9% | -113.2% | -71.9% |
| 1Y | +59.5% | +62.1% | -2.5% | +41.5% |
| 3Y | +216.8% | +12.7% | +204.1% | +203.0% |
| 5Y | +152.7% | -5.1% | +157.8% | +145.7% |
| 10Y | -68.2% | -21.9% | -46.3% | -70.8% |
| All | -98.0% | +414.7% | -512.8% | -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