+9,625.0%
CI vs BIIB
+8,346.7%
+1,278.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +6.4% | +10.5% | -4.1% | +5.2% |
| 3M | +10.7% | +24.3% | -13.6% | +8.0% |
| 6M | +5.5% | +28.0% | -22.5% | +2.4% |
| YTD | +11.4% | +44.0% | -32.6% | +6.5% |
| 1Y | +15.0% | +58.8% | -43.8% | +8.7% |
| 3Y | +9.0% | +12.7% | -3.8% | +6.2% |
| 5Y | +52.0% | -4.9% | +56.9% | +49.1% |
| 10Y | +150.9% | -20.6% | +171.5% | +141.3% |
| All | +9,625.0% | +8,346.7% | +1,278.4% | +6,419.3% |
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 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