+303.7%
CCJ vs BIIB
-28.2%
+331.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.3% |
| 7D | -3.2% | -4.0% | +0.9% | -2.6% |
| 30D | -1.3% | +5.7% | -7.0% | -2.1% |
| 3M | +2.5% | +10.9% | -8.4% | +0.7% |
| 6M | -18.9% | +14.3% | -33.2% | -20.9% |
| YTD | +6.5% | +22.4% | -15.9% | +2.3% |
| 1Y | +22.8% | +51.1% | -28.2% | +13.0% |
| 3Y | +164.5% | -16.8% | +181.3% | +176.4% |
| 5Y | +303.7% | -28.1% | +331.9% | +328.6% |
| All | +303.7% | -28.2% | +331.9% | +328.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling