+322.0%
CDW vs BIIB
-20.9%
+342.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +20.4% | +10.5% | +9.9% | +18.4% |
| 3M | +28.5% | +24.3% | +4.2% | +23.9% |
| 6M | +70.6% | +28.0% | +42.6% | +63.3% |
| YTD | +29.1% | +44.0% | -14.9% | +20.8% |
| 1Y | +23.8% | +58.8% | -35.0% | +13.9% |
| 3Y | -14.5% | +12.7% | -27.2% | -18.1% |
| 5Y | -1.6% | -4.9% | +3.4% | -4.7% |
| 10Y | +322.0% | -20.6% | +342.6% | +296.9% |
| All | +322.0% | -20.9% | +342.9% | +296.9% |
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