+306.8%
CFG vs BIIB
-30.8%
+337.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.6% | -5.4% | +4.8% | +0.3% |
| 30D | -4.5% | +1.7% | -6.3% | -4.9% |
| 3M | +6.3% | +5.8% | +0.5% | +5.1% |
| 6M | +20.6% | +11.9% | +8.7% | +17.8% |
| YTD | +21.2% | +19.7% | +1.5% | +16.9% |
| 1Y | +38.2% | +46.7% | -8.6% | +28.8% |
| 3Y | +185.9% | -18.6% | +204.6% | +188.8% |
| 5Y | +97.0% | -29.8% | +126.8% | +99.5% |
| 10Y | +306.8% | -28.8% | +335.6% | +273.5% |
| All | +306.8% | -30.8% | +337.6% | +273.5% |
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 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