+112.0%
CF vs BIIB
-11.1%
+123.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | -3.2% | -2.1% | -1.1% | -3.0% |
| 30D | +4.3% | +11.8% | -7.5% | +2.9% |
| 3M | +2.8% | +20.4% | -17.6% | +0.5% |
| 6M | +0.6% | +30.2% | -29.6% | -2.7% |
| YTD | +56.6% | +41.1% | +15.5% | +49.2% |
| 1Y | +49.6% | +58.4% | -8.8% | +40.2% |
| 3Y | +61.5% | -0.1% | +61.6% | +59.3% |
| All | +112.0% | -11.1% | +123.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling