+4,266.9%
CHRW vs BIIB
+3,243.8%
+1,023.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -3.5% | +6.9% | -10.3% | -4.4% |
| 3M | -19.4% | +12.4% | -31.8% | -20.9% |
| 6M | -21.4% | +16.3% | -37.6% | -23.3% |
| YTD | -7.1% | +25.5% | -32.6% | -10.7% |
| 1Y | +17.8% | +57.8% | -40.0% | +9.4% |
| 3Y | +78.8% | -17.3% | +96.1% | +80.7% |
| 5Y | +83.5% | -33.8% | +117.3% | +88.2% |
| 10Y | +160.2% | -29.6% | +189.8% | +145.9% |
| All | +4,266.9% | +3,243.8% | +1,023.1% | +1,493.0% |
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