+281.1%
CG vs BIIB
+87.0%
+194.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | -22.1% | +20.3% | -42.4% | -25.0% |
| 6M | -17.9% | +23.9% | -41.8% | -21.8% |
| YTD | -31.3% | +44.0% | -75.3% | -36.9% |
| 1Y | -24.0% | +53.8% | -77.8% | -31.1% |
| 3Y | +45.0% | +13.8% | +31.1% | +37.8% |
| 5Y | -22.6% | -6.3% | -16.3% | -24.9% |
| 10Y | +282.1% | -20.6% | +302.7% | +249.9% |
| All | +281.1% | +87.0% | +194.2% | +174.2% |
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 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