+66.7%
CBRE vs BIIB
-18.3%
+85.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -2.8% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | -4.0% | +2.2% | -6.2% | -4.5% |
| 3M | +8.0% | +10.3% | -2.3% | +5.1% |
| 6M | +4.0% | +14.9% | -11.0% | -0.2% |
| YTD | -11.5% | +20.7% | -32.3% | -16.8% |
| 1Y | -13.0% | +50.3% | -63.3% | -23.8% |
| All | +66.7% | -18.3% | +85.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling