+330.5%
CFG vs BIIB
-24.0%
+354.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +3.1% | +10.5% | -7.3% | +1.4% |
| 3M | -9.7% | +24.3% | -34.0% | -13.0% |
| 6M | +6.7% | +28.0% | -21.3% | +1.9% |
| YTD | +15.2% | +44.0% | -28.8% | +7.5% |
| 1Y | +28.8% | +58.8% | -30.0% | +18.2% |
| 3Y | +190.1% | +12.7% | +177.3% | +178.6% |
| 5Y | +63.4% | -4.9% | +68.3% | +58.8% |
| 10Y | +219.8% | -20.6% | +240.4% | +192.8% |
| All | +330.5% | -24.0% | +354.5% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling