+298.9%
CDW vs BIIB
-20.7%
+319.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | +9.3% | +2.0% | +7.3% | +9.0% |
| 30D | +14.4% | +8.8% | +5.5% | +12.8% |
| 3M | +21.4% | +20.3% | +1.1% | +17.8% |
| 6M | +72.8% | +23.9% | +48.9% | +66.3% |
| YTD | +28.0% | +44.0% | -16.0% | +19.8% |
| 1Y | +19.3% | +53.8% | -34.5% | +10.4% |
| 3Y | -15.3% | +13.8% | -29.1% | -19.0% |
| 5Y | -3.8% | -6.3% | +2.5% | -6.6% |
| All | +298.9% | -20.7% | +319.6% | +269.5% |
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