+2,317.2%
CBRE vs BIIB
+264.7%
+2,052.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | -2.2% | +6.9% | -9.1% | -4.2% |
| 3M | +12.9% | +12.4% | +0.5% | +8.6% |
| 6M | +4.3% | +16.3% | -12.0% | -1.0% |
| YTD | -8.0% | +25.5% | -33.5% | -15.2% |
| 1Y | -8.6% | +57.8% | -66.4% | -21.7% |
| 3Y | +71.9% | -17.3% | +89.2% | +76.4% |
| 5Y | +50.0% | -33.8% | +83.8% | +59.5% |
| 10Y | +390.1% | -29.6% | +419.6% | +313.8% |
| All | +2,317.2% | +264.7% | +2,052.5% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling