+3,715.3%
CHRW vs BIIB
+3,734.7%
-19.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -3.4% | +1.7% | -5.1% | -3.6% |
| 30D | -9.4% | +12.2% | -21.6% | -10.8% |
| 3M | -12.6% | +22.3% | -34.9% | -15.2% |
| 6M | -24.2% | +30.9% | -55.1% | -27.3% |
| YTD | -18.9% | +43.9% | -62.8% | -23.6% |
| 1Y | -13.7% | +62.1% | -75.8% | -20.1% |
| 3Y | +72.6% | +12.7% | +59.9% | +66.8% |
| 5Y | +55.6% | -5.1% | +60.7% | +51.7% |
| 10Y | +122.7% | -21.9% | +144.7% | +107.5% |
| All | +3,715.3% | +3,734.7% | -19.4% | +1,263.6% |
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