+2,489.2%
CMCSA vs BIIB
+8,346.7%
-5,857.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +3.2% | +2.0% | +1.1% | +2.9% |
| 30D | +19.5% | +8.8% | +10.7% | +18.2% |
| 3M | -2.4% | +20.3% | -22.7% | -4.8% |
| 6M | +3.8% | +23.9% | -20.0% | +0.7% |
| YTD | -5.4% | +44.0% | -49.4% | -10.3% |
| 1Y | +1.1% | +53.8% | -52.7% | -5.0% |
| 3Y | -27.1% | +13.8% | -41.0% | -29.3% |
| 5Y | -40.3% | -6.3% | -34.0% | -41.3% |
| 10Y | +6.0% | -20.6% | +26.6% | +0.1% |
| All | +2,489.2% | +8,346.7% | -5,857.5% | +1,255.8% |
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 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