+139.8%
CBOE vs BIIB
-28.1%
+167.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | -1.7% | -4.1% | -5.7% |
| 30D | -3.1% | +4.0% | -7.1% | -3.5% |
| 3M | -4.8% | +8.6% | -13.4% | -5.6% |
| 6M | -0.6% | +14.0% | -14.6% | -1.9% |
| YTD | +12.8% | +23.4% | -10.6% | +10.4% |
| 1Y | +19.8% | +45.9% | -26.1% | +15.3% |
| 3Y | +86.9% | -16.1% | +103.1% | +90.0% |
| All | +139.8% | -28.1% | +167.9% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling