+1,056.5%
CCJ vs BIIB
-26.2%
+1,082.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.0% | -1.7% | -2.4% | -3.9% |
| 30D | -2.4% | +4.0% | -6.3% | -2.7% |
| 3M | -2.3% | +8.6% | -10.9% | -3.2% |
| 6M | -16.2% | +14.0% | -30.2% | -17.5% |
| YTD | +5.7% | +23.4% | -17.7% | +3.1% |
| 1Y | +21.3% | +45.9% | -24.6% | +16.1% |
| 3Y | +159.4% | -16.1% | +175.5% | +161.6% |
| 5Y | +300.7% | -27.6% | +328.2% | +303.7% |
| All | +1,056.5% | -26.2% | +1,082.6% | +1,032.5% |
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