-46.7%
CMCSA vs BIIB
-28.2%
-18.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +1.9% |
| 7D | -5.6% | -4.0% | -1.5% | -4.7% |
| 30D | -1.9% | +5.7% | -7.5% | -3.1% |
| 3M | +6.4% | +10.9% | -4.5% | +3.9% |
| 6M | -16.9% | +14.3% | -31.3% | -19.8% |
| YTD | -6.8% | +22.4% | -29.2% | -11.6% |
| 1Y | -15.9% | +51.1% | -67.0% | -24.4% |
| 3Y | -33.4% | -16.8% | -16.6% | -32.7% |
| 5Y | -46.7% | -28.1% | -18.6% | -39.0% |
| All | -46.7% | -28.2% | -18.5% | -39.0% |
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