+863.2%
CDW vs BIIB
+5.3%
+858.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +3.2% | +1.1% | +2.1% | +3.0% |
| 30D | +9.3% | +6.9% | +2.4% | +8.1% |
| 3M | +9.8% | +12.4% | -2.6% | +7.4% |
| 6M | +23.3% | +16.3% | +7.1% | +19.7% |
| YTD | +13.7% | +25.5% | -11.8% | +8.6% |
| 1Y | -6.5% | +57.8% | -64.3% | -14.2% |
| 3Y | -25.2% | -17.3% | -7.9% | -24.6% |
| 5Y | -19.5% | -33.8% | +14.3% | -17.4% |
| 10Y | +285.8% | -29.6% | +315.4% | +262.7% |
| All | +863.2% | +5.3% | +858.0% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling