+73.0%
CF vs BIIB
-18.0%
+91.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | +14.8% | +6.9% | +8.0% | +14.0% |
| 3M | +14.1% | +12.4% | +1.6% | +12.5% |
| 6M | +28.5% | +16.3% | +12.3% | +26.3% |
| YTD | +74.9% | +25.5% | +49.5% | +69.4% |
| 1Y | +61.7% | +57.8% | +3.9% | +50.5% |
| All | +73.0% | -18.0% | +91.0% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling