+471.5%
CF vs BIIB
-20.7%
+492.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | +4.8% | +2.0% | +2.7% | +4.5% |
| 30D | +4.7% | +8.8% | -4.1% | +3.5% |
| 3M | +7.4% | +20.3% | -12.9% | +4.8% |
| 6M | +0.6% | +23.9% | -23.3% | -2.5% |
| YTD | +64.1% | +44.0% | +20.1% | +55.4% |
| 1Y | +51.4% | +53.8% | -2.4% | +42.0% |
| 3Y | +67.8% | +13.8% | +54.0% | +62.3% |
| 5Y | +114.1% | -6.3% | +120.4% | +109.6% |
| All | +471.5% | -20.7% | +492.2% | +392.1% |
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 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