-22.8%
CDW vs BIIB
-35.6%
+12.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.4% | -4.3% |
| 7D | -3.9% | -1.6% | -2.2% | -3.5% |
| 30D | +6.9% | +2.2% | +4.7% | +6.4% |
| 3M | +7.7% | +10.3% | -2.6% | +5.2% |
| 6M | +18.3% | +14.9% | +3.4% | +14.1% |
| YTD | +7.8% | +20.7% | -13.0% | +2.4% |
| 1Y | -12.2% | +50.3% | -62.5% | -20.9% |
| 3Y | -28.9% | -18.0% | -11.0% | -28.9% |
| 5Y | -22.8% | -33.9% | +11.1% | -25.5% |
| All | -22.8% | -35.6% | +12.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling