+303.4%
CME vs BIIB
-20.7%
+324.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +3.9% | +2.0% | +1.9% | +3.8% |
| 30D | +11.3% | +8.8% | +2.5% | +10.6% |
| 3M | +19.6% | +20.3% | -0.7% | +17.9% |
| 6M | +8.1% | +23.9% | -15.8% | +6.2% |
| YTD | +20.4% | +44.0% | -23.6% | +16.8% |
| 1Y | +16.5% | +53.8% | -37.3% | +12.4% |
| 3Y | +66.4% | +13.8% | +52.6% | +63.6% |
| 5Y | +74.5% | -6.3% | +80.8% | +72.4% |
| All | +303.4% | -20.7% | +324.1% | +287.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling