-40.2%
CMCSA vs BIIB
-7.5%
-32.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +3.2% | +2.0% | +1.1% | +2.7% |
| 30D | +19.5% | +8.8% | +10.7% | +17.4% |
| 3M | -2.4% | +20.3% | -22.7% | -6.3% |
| 6M | +3.8% | +23.9% | -20.0% | -1.2% |
| YTD | -5.4% | +44.0% | -49.4% | -13.4% |
| 1Y | +1.1% | +53.8% | -52.7% | -8.9% |
| 3Y | -27.1% | +13.8% | -41.0% | -31.3% |
| All | -40.2% | -7.5% | -32.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling