+471.5%
CF vs BIIB
-20.9%
+492.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +10.4% | -0.4% | +10.8% | +10.4% |
| 30D | +7.6% | +10.5% | -2.9% | +6.1% |
| 3M | +5.2% | +24.3% | -19.1% | +2.1% |
| 6M | -0.1% | +28.0% | -28.1% | -3.5% |
| YTD | +61.7% | +44.0% | +17.7% | +53.1% |
| 1Y | +50.3% | +58.8% | -8.5% | +40.4% |
| 3Y | +66.0% | +12.7% | +53.3% | +60.7% |
| 5Y | +114.5% | -4.9% | +119.5% | +109.6% |
| 10Y | +471.5% | -20.6% | +492.1% | +401.4% |
| All | +471.5% | -20.9% | +492.4% | +401.4% |
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