+274.8%
CG vs BIIB
-20.7%
+295.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.8% |
| 7D | +0.2% | +2.0% | -1.9% | -0.2% |
| 30D | +11.2% | +8.8% | +2.3% | +9.5% |
| 3M | -22.1% | +20.3% | -42.4% | -24.8% |
| 6M | -17.9% | +23.9% | -41.8% | -21.6% |
| YTD | -31.3% | +44.0% | -75.3% | -36.6% |
| 1Y | -24.0% | +53.8% | -77.8% | -30.8% |
| 3Y | +45.0% | +13.8% | +31.1% | +37.9% |
| 5Y | -22.6% | -6.3% | -16.3% | -25.1% |
| All | +274.8% | -20.7% | +295.6% | +252.1% |
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