-24.5%
CGNX vs BIIB
-28.1%
+3.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +3.2% | -1.7% | +4.8% | +3.6% |
| 30D | +6.0% | +4.0% | +2.0% | +4.6% |
| 3M | +3.5% | +8.6% | -5.1% | +0.1% |
| 6M | +26.3% | +14.0% | +12.3% | +19.5% |
| YTD | +79.2% | +23.4% | +55.9% | +65.1% |
| 1Y | +43.8% | +45.9% | -2.1% | +25.0% |
| 3Y | +52.0% | -16.1% | +68.1% | +51.3% |
| All | -24.5% | -28.1% | +3.6% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling