+129.8%
CHRW vs BIIB
-21.7%
+151.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +4.7% | +2.7% | +2.1% | +4.4% |
| 30D | -2.6% | +9.4% | -12.0% | -3.6% |
| 3M | -8.0% | +19.9% | -27.9% | -10.1% |
| 6M | -19.0% | +25.6% | -44.6% | -21.4% |
| YTD | -15.5% | +42.3% | -57.8% | -19.5% |
| 1Y | -10.8% | +55.1% | -65.9% | -16.0% |
| 3Y | +79.8% | +11.4% | +68.4% | +73.8% |
| 5Y | +59.3% | -7.4% | +66.7% | +55.3% |
| All | +129.8% | -21.7% | +151.5% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling