+246.7%
CB vs BIIB
-21.3%
+268.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +8.2% | +12.2% | -4.0% | +7.0% |
| 3M | +6.3% | +22.3% | -16.0% | +4.2% |
| 6M | +16.2% | +30.9% | -14.7% | +13.0% |
| YTD | +19.3% | +43.9% | -24.6% | +14.8% |
| 1Y | +29.2% | +62.1% | -32.8% | +22.8% |
| 3Y | +71.4% | +12.7% | +58.8% | +66.9% |
| 5Y | +104.2% | -5.1% | +109.4% | +99.9% |
| 10Y | +246.7% | -21.9% | +268.6% | +228.6% |
| All | +246.7% | -21.3% | +268.0% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling