+169.4%
CCJ vs BIIB
-19.0%
+188.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +4.2% | -5.4% | +9.5% | +4.2% |
| 30D | +3.2% | +1.7% | +1.4% | +3.3% |
| 3M | -1.8% | +5.8% | -7.7% | -1.6% |
| 6M | -13.5% | +11.9% | -25.5% | -13.4% |
| YTD | +9.7% | +19.7% | -10.0% | +9.7% |
| 1Y | +30.0% | +46.7% | -16.7% | +29.4% |
| All | +169.4% | -19.0% | +188.4% | +183.6% |
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