+2,584.3%
CMCSA vs BIIB
+7,261.0%
-4,676.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +7.0% | +6.9% | +0.2% | +6.1% |
| 3M | +15.1% | +12.4% | +2.7% | +13.2% |
| 6M | -15.4% | +16.3% | -31.6% | -17.3% |
| YTD | -1.9% | +25.5% | -27.4% | -5.2% |
| 1Y | -12.7% | +57.8% | -70.5% | -18.3% |
| 3Y | -31.0% | -17.3% | -13.7% | -30.3% |
| 5Y | -46.1% | -33.8% | -12.3% | -44.7% |
| 10Y | +10.8% | -29.6% | +40.4% | +6.3% |
| All | +2,584.3% | +7,261.0% | -4,676.7% | +1,331.9% |
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