+639.5%
CEG vs BIIB
-6.2%
+645.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.0% |
| 7D | +8.0% | +1.1% | +7.0% | +7.9% |
| 30D | +12.9% | +6.9% | +6.1% | +12.4% |
| 3M | +13.2% | +12.4% | +0.8% | +12.0% |
| 6M | -7.0% | +16.3% | -23.3% | -8.4% |
| YTD | -15.0% | +25.5% | -40.5% | -17.0% |
| 1Y | -2.7% | +57.8% | -60.5% | -7.7% |
| 3Y | +184.1% | -17.3% | +201.4% | +193.8% |
| All | +639.5% | -6.2% | +645.7% | +626.0% |
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 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