+1,583.6%
CCJ vs BIIB
+5,991.9%
-4,408.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | +0.7% | +1.1% | -0.3% | +0.6% |
| 30D | +6.9% | +6.9% | 0.0% | +6.1% |
| 3M | -11.6% | +12.4% | -24.1% | -12.9% |
| 6M | -16.2% | +16.3% | -32.5% | -17.9% |
| YTD | +10.1% | +25.5% | -15.4% | +6.9% |
| 1Y | +32.3% | +57.8% | -25.5% | +24.9% |
| 3Y | +171.3% | -17.3% | +188.6% | +172.8% |
| 5Y | +372.4% | -33.8% | +406.2% | +381.7% |
| 10Y | +1,070.0% | -29.6% | +1,099.6% | +1,022.0% |
| All | +1,583.6% | +5,991.9% | -4,408.2% | +947.4% |
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