+305.2%
CG vs BIIB
-26.2%
+331.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -9.9% | -1.7% | -8.2% | -9.6% |
| 30D | -11.7% | +4.0% | -15.6% | -12.3% |
| 3M | -4.3% | +8.6% | -12.9% | -6.2% |
| 6M | -8.8% | +14.0% | -22.8% | -11.6% |
| YTD | -26.9% | +23.4% | -50.2% | -30.5% |
| 1Y | -35.4% | +45.9% | -81.3% | -40.8% |
| 3Y | +43.0% | -16.1% | +59.2% | +44.1% |
| 5Y | +1.9% | -27.6% | +29.5% | +3.2% |
| All | +305.2% | -26.2% | +331.3% | +286.7% |
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