-25.9%
CCJ vs BIIB
+68.6%
-94.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.1% |
| 7D | -14.5% | +4.3% | -18.8% | -14.3% |
| 30D | -18.1% | +13.8% | -31.9% | -17.5% |
| 3M | -23.0% | +22.1% | -45.1% | -22.1% |
| 6M | -39.4% | +35.9% | -75.3% | -37.8% |
| YTD | -21.7% | +44.6% | -66.2% | -19.0% |
| 1Y | -25.9% | +70.4% | -96.3% | -18.2% |
| All | -25.9% | +68.6% | -94.6% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling