+277.2%
CG vs BIIB
+84.8%
+192.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.0% |
| 7D | -1.5% | +2.7% | -4.2% | -2.0% |
| 30D | +5.7% | +9.4% | -3.7% | +3.8% |
| 3M | -17.9% | +19.9% | -37.8% | -20.8% |
| 6M | -20.2% | +25.6% | -45.8% | -24.3% |
| YTD | -32.0% | +42.3% | -74.3% | -37.4% |
| 1Y | -27.0% | +55.1% | -82.1% | -34.0% |
| 3Y | +42.8% | +11.4% | +31.3% | +36.3% |
| 5Y | -23.4% | -7.4% | -16.1% | -25.5% |
| 10Y | +278.2% | -21.5% | +299.7% | +247.1% |
| All | +277.2% | +84.8% | +192.4% | +172.0% |
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