+49.9%
CG vs BIIB
+13.5%
+36.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.8% | -0.4% | -3.4% | -3.7% |
| 30D | +7.5% | +10.5% | -3.0% | +5.1% |
| 3M | -14.4% | +24.3% | -38.6% | -18.5% |
| 6M | -15.7% | +28.0% | -43.7% | -21.0% |
| YTD | -29.0% | +44.0% | -73.0% | -36.1% |
| 1Y | -22.1% | +58.8% | -80.9% | -32.2% |
| All | +49.9% | +13.5% | +36.4% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling