+138.9%
CI vs BIIB
-30.2%
+169.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +1.9% | -1.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.7% |
| 30D | -1.8% | +2.2% | -4.0% | -2.3% |
| 3M | -4.2% | +10.3% | -14.6% | -6.4% |
| 6M | +2.7% | +14.9% | -12.2% | -0.6% |
| YTD | +1.9% | +20.7% | -18.8% | -2.6% |
| 1Y | -6.3% | +50.3% | -56.6% | -14.4% |
| 3Y | +3.9% | -18.0% | +21.8% | +5.6% |
| 5Y | +41.9% | -33.9% | +75.8% | +48.0% |
| All | +138.9% | -30.2% | +169.2% | +121.3% |
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