+208.5%
CFG vs BIIB
-20.7%
+229.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | +3.2% | +2.0% | +1.2% | +2.9% |
| 30D | +5.1% | +8.8% | -3.7% | +3.7% |
| 3M | -11.2% | +20.3% | -31.5% | -13.8% |
| 6M | +9.6% | +23.9% | -14.3% | +5.6% |
| YTD | +15.0% | +44.0% | -29.0% | +7.8% |
| 1Y | +29.9% | +53.8% | -24.0% | +20.5% |
| 3Y | +192.1% | +13.8% | +178.2% | +180.6% |
| 5Y | +62.3% | -6.3% | +68.6% | +57.8% |
| All | +208.5% | -20.7% | +229.3% | +173.9% |
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