+49.2%
CF vs BIIB
+61.6%
-12.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +4.8% | +1.7% | +3.0% | +4.8% |
| 30D | +9.7% | +12.2% | -2.5% | +9.9% |
| 3M | +1.2% | +22.3% | -21.0% | +1.5% |
| 6M | +7.4% | +30.9% | -23.5% | +8.0% |
| YTD | +60.5% | +43.9% | +16.6% | +59.5% |
| All | +49.2% | +61.6% | -12.3% | +42.1% |
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 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