+61.7%
CF vs BIIB
+55.8%
+5.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.3% |
| 7D | +6.0% | +1.1% | +4.9% | +6.1% |
| 30D | +14.8% | +6.9% | +8.0% | +15.1% |
| 3M | +14.1% | +12.4% | +1.6% | +14.7% |
| 6M | +28.5% | +16.3% | +12.3% | +30.1% |
| YTD | +74.9% | +25.5% | +49.5% | +77.5% |
| 1Y | +61.7% | +57.8% | +3.9% | +72.3% |
| All | +61.7% | +55.8% | +5.9% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling