-14.1%
CG vs BIIB
+68.6%
-82.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +4.2% |
| 7D | +9.4% | +4.3% | +5.2% | +8.8% |
| 30D | +8.7% | +13.8% | -5.1% | +7.1% |
| 3M | -15.0% | +22.1% | -37.0% | -16.8% |
| 6M | -13.2% | +35.9% | -49.1% | -16.9% |
| YTD | -26.2% | +44.6% | -70.7% | -30.7% |
| 1Y | -14.1% | +70.4% | -84.5% | -25.2% |
| All | -14.1% | +68.6% | -82.7% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling