+174.1%
CHRW vs BIIB
-28.4%
+202.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +4.1% | -5.4% | +9.4% | +4.7% |
| 30D | +1.9% | +1.7% | +0.2% | +1.6% |
| 3M | -21.2% | +5.8% | -27.0% | -21.8% |
| 6M | -16.7% | +11.9% | -28.6% | -18.1% |
| YTD | -5.4% | +19.7% | -25.1% | -8.0% |
| 1Y | +21.2% | +46.7% | -25.6% | +14.8% |
| 3Y | +86.5% | -18.6% | +105.1% | +86.9% |
| 5Y | +93.0% | -29.8% | +122.8% | +94.0% |
| All | +174.1% | -28.4% | +202.4% | +160.4% |
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