+269.4%
CDW vs BIIB
-30.8%
+300.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -4.2% | -5.4% | +1.1% | -3.3% |
| 30D | +4.9% | +1.7% | +3.1% | +4.6% |
| 3M | +7.3% | +5.8% | +1.4% | +6.2% |
| 6M | +19.2% | +11.9% | +7.2% | +16.5% |
| YTD | +6.2% | +19.7% | -13.6% | +2.4% |
| 1Y | -14.0% | +46.7% | -60.8% | -20.0% |
| 3Y | -30.0% | -18.6% | -11.3% | -29.3% |
| 5Y | -23.6% | -29.8% | +6.2% | -22.5% |
| 10Y | +269.4% | -28.8% | +298.2% | +241.6% |
| All | +269.4% | -30.8% | +300.2% | +241.6% |
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 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