+51.6%
CME vs BIIB
-19.0%
+70.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.6% | -5.4% | +4.7% | -0.7% |
| 30D | +4.7% | +1.7% | +2.9% | +4.7% |
| 3M | +7.8% | +5.8% | +2.0% | +7.9% |
| 6M | -11.0% | +11.9% | -22.9% | -10.9% |
| YTD | +4.0% | +19.7% | -15.7% | +4.3% |
| 1Y | +9.1% | +46.7% | -37.6% | +9.6% |
| All | +51.6% | -19.0% | +70.6% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling