-15.9%
CMCSA vs BIIB
+50.7%
-66.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.1% |
| 7D | -5.6% | -4.0% | -1.5% | -5.1% |
| 30D | -1.9% | +5.7% | -7.5% | -2.5% |
| 3M | +6.4% | +10.9% | -4.5% | +5.5% |
| 6M | -16.9% | +14.3% | -31.3% | -18.0% |
| YTD | -6.8% | +22.4% | -29.2% | -9.0% |
| 1Y | -15.9% | +51.1% | -67.0% | -19.8% |
| All | -15.9% | +50.7% | -66.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling