+6.1%
CMCSA vs BIIB
-26.2%
+32.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -4.9% | -1.7% | -3.2% | -4.6% |
| 30D | -1.1% | +4.0% | -5.0% | -1.6% |
| 3M | +6.6% | +8.6% | -2.0% | +5.2% |
| 6M | -15.5% | +14.0% | -29.5% | -17.4% |
| YTD | -6.7% | +23.4% | -30.1% | -10.0% |
| 1Y | -15.6% | +45.9% | -61.5% | -20.8% |
| 3Y | -33.7% | -16.1% | -17.6% | -33.4% |
| 5Y | -46.6% | -27.6% | -19.1% | -46.2% |
| All | +6.1% | -26.2% | +32.3% | +1.3% |
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