+17.2%
CME vs BIIB
+56.5%
-39.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.7% |
| 30D | +13.5% | +9.4% | +4.0% | +13.7% |
| 3M | +20.9% | +19.9% | +1.0% | +21.4% |
| 6M | +11.5% | +25.6% | -14.1% | +11.7% |
| YTD | +19.5% | +42.3% | -22.9% | +21.1% |
| 1Y | +17.2% | +55.1% | -37.9% | +18.2% |
| All | +17.2% | +56.5% | -39.3% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling