+145.2%
CCL vs BIIB
+13.5%
+131.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +16.5% | +10.5% | +6.0% | +12.6% |
| 3M | +11.2% | +24.3% | -13.1% | +3.2% |
| 6M | +22.6% | +28.0% | -5.4% | +11.8% |
| YTD | +2.6% | +44.0% | -41.4% | -10.9% |
| 1Y | +17.0% | +58.8% | -41.9% | -2.1% |
| All | +145.2% | +13.5% | +131.7% | +128.0% |
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