+383.7%
CBRE vs BIIB
-26.8%
+410.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -7.2% | -4.0% | -3.2% | -6.6% |
| 30D | -6.4% | +5.7% | -12.1% | -7.2% |
| 3M | +2.9% | +10.9% | -8.0% | +1.1% |
| 6M | +2.5% | +14.3% | -11.8% | +0.1% |
| YTD | -14.2% | +22.4% | -36.6% | -17.3% |
| 1Y | -15.1% | +51.1% | -66.2% | -21.1% |
| 3Y | +61.9% | -16.8% | +78.7% | +63.3% |
| 5Y | +42.4% | -28.1% | +70.5% | +44.2% |
| All | +383.7% | -26.8% | +410.4% | +360.3% |
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