+487.0%
CF vs BIIB
-18.3%
+505.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | -0.9% | +2.4% | -3.2% | -1.2% |
| 30D | +6.9% | +12.9% | -6.0% | +5.2% |
| 3M | +4.8% | +22.6% | -17.7% | +2.0% |
| 6M | +4.7% | +31.7% | -27.1% | +0.7% |
| YTD | +56.5% | +44.8% | +11.7% | +48.1% |
| 1Y | +48.4% | +63.9% | -15.5% | +38.0% |
| 3Y | +59.1% | +13.5% | +45.7% | +54.0% |
| 5Y | +109.5% | -5.6% | +115.1% | +104.9% |
| 10Y | +487.0% | -20.3% | +507.3% | +425.6% |
| All | +487.0% | -18.3% | +505.3% | +425.6% |
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