+223.5%
CB vs BIIB
-30.8%
+254.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -5.4% | +4.8% | 0.0% |
| 30D | -3.1% | +1.7% | -4.8% | -3.3% |
| 3M | +4.2% | +5.8% | -1.7% | +3.5% |
| 6M | +4.7% | +11.9% | -7.2% | +3.3% |
| YTD | +8.8% | +19.7% | -10.9% | +6.6% |
| 1Y | +22.6% | +46.7% | -24.1% | +17.6% |
| 3Y | +70.6% | -18.6% | +89.3% | +71.3% |
| 5Y | +99.4% | -29.8% | +129.2% | +100.6% |
| 10Y | +223.5% | -28.8% | +252.3% | +214.2% |
| All | +223.5% | -30.8% | +254.3% | +214.2% |
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 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