+65.3%
CME vs BIIB
+13.5%
+51.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | +13.9% | +10.5% | +3.5% | +14.1% |
| 3M | +22.4% | +24.3% | -1.9% | +22.7% |
| 6M | +12.9% | +28.0% | -15.1% | +13.2% |
| YTD | +19.6% | +44.0% | -24.4% | +20.3% |
| 1Y | +17.7% | +58.8% | -41.1% | +18.4% |
| All | +65.3% | +13.5% | +51.8% | +70.3% |
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