+56.1%
CDE vs BIIB
-26.2%
+82.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | +9.5% | +4.0% | +5.5% | +8.5% |
| 3M | +25.5% | +8.6% | +16.9% | +22.4% |
| 6M | -7.9% | +14.0% | -21.9% | -11.7% |
| YTD | +15.6% | +23.4% | -7.8% | +8.1% |
| 1Y | +34.0% | +45.9% | -11.8% | +19.5% |
| 3Y | +791.9% | -16.1% | +808.0% | +812.7% |
| 5Y | +197.7% | -27.6% | +225.3% | +208.1% |
| All | +56.1% | -26.2% | +82.3% | +62.0% |
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 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