+5,956.3%
CHD vs BIIB
+6,983.3%
-1,027.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.7% | -1.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.8% |
| 30D | -6.2% | +2.2% | -8.4% | -6.3% |
| 3M | +1.6% | +10.3% | -8.8% | +0.9% |
| 6M | -3.5% | +14.9% | -18.5% | -4.5% |
| YTD | +16.2% | +20.7% | -4.5% | +14.7% |
| 1Y | +3.4% | +50.3% | -46.9% | +0.7% |
| 3Y | +4.6% | -18.0% | +22.6% | +5.0% |
| 5Y | +21.1% | -33.9% | +55.0% | +22.2% |
| 10Y | +126.5% | -30.9% | +157.5% | +122.5% |
| All | +5,956.3% | +6,983.3% | -1,027.1% | +4,587.0% |
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