+8,964.0%
CI vs BIIB
+7,261.0%
+1,703.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +4.4% | +6.9% | -2.4% | +3.7% |
| 3M | +0.7% | +12.4% | -11.8% | -0.8% |
| 6M | +0.3% | +16.3% | -15.9% | -1.6% |
| YTD | +3.8% | +25.5% | -21.7% | +0.8% |
| 1Y | -5.5% | +57.8% | -63.3% | -10.7% |
| 3Y | +8.1% | -17.3% | +25.5% | +9.0% |
| 5Y | +42.8% | -33.8% | +76.6% | +45.7% |
| 10Y | +143.9% | -29.6% | +173.5% | +137.7% |
| All | +8,964.0% | +7,261.0% | +1,703.0% | +6,071.5% |
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