+593.1%
CEG vs BIIB
+7.6%
+585.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +12.1% | +2.0% | +10.1% | +11.9% |
| 30D | +0.2% | +8.8% | -8.6% | -0.4% |
| 3M | +0.7% | +20.3% | -19.6% | -0.8% |
| 6M | +2.2% | +23.9% | -21.6% | +0.4% |
| YTD | -20.3% | +44.0% | -64.3% | -23.1% |
| 1Y | -16.1% | +53.8% | -69.9% | -19.6% |
| 3Y | +134.7% | +13.8% | +120.8% | +131.8% |
| All | +593.1% | +7.6% | +585.5% | +573.0% |
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