-12.0%
CHYM vs BIIB
+62.1%
-74.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.7% | -5.4% |
| 7D | -2.9% | -4.0% | +1.1% | -2.9% |
| 30D | +3.0% | +5.7% | -2.7% | +3.2% |
| 3M | +98.7% | +10.9% | +87.8% | +99.5% |
| 6M | +46.4% | +14.3% | +32.1% | +46.8% |
| YTD | +29.8% | +22.4% | +7.4% | +29.9% |
| 1Y | +40.5% | +51.1% | -10.6% | +42.9% |
| All | -12.0% | +62.1% | -74.0% | -7.0% |
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