+88.6%
CHRW vs BIIB
-35.6%
+124.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.4% | +2.3% |
| 7D | +1.9% | -1.6% | +3.6% | +2.2% |
| 30D | +0.9% | +2.2% | -1.3% | +0.5% |
| 3M | -19.9% | +10.3% | -30.2% | -21.5% |
| 6M | -15.8% | +14.9% | -30.7% | -18.3% |
| YTD | -5.6% | +20.7% | -26.3% | -9.7% |
| 1Y | +21.0% | +50.3% | -29.3% | +10.6% |
| 3Y | +86.0% | -18.0% | +104.0% | +84.2% |
| 5Y | +88.6% | -33.9% | +122.5% | +93.8% |
| All | +88.6% | -35.6% | +124.3% | +93.8% |
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