+316.4%
CFG vs BIIB
-25.5%
+341.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | +1.1% | +11.8% | -10.7% | -0.8% |
| 3M | -12.0% | +20.4% | -32.4% | -14.8% |
| 6M | -2.2% | +30.2% | -32.5% | -6.9% |
| YTD | +11.4% | +41.1% | -29.7% | +4.3% |
| 1Y | +27.8% | +58.4% | -30.6% | +17.3% |
| 3Y | +173.3% | -0.1% | +173.4% | +167.3% |
| 5Y | +62.4% | -10.9% | +73.3% | +59.3% |
| 10Y | +249.6% | -10.3% | +259.9% | +211.1% |
| All | +316.4% | -25.5% | +341.9% | +268.8% |
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