+6,781.2%
CME vs BIIB
+575.1%
+6,206.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | +6.2% | +6.9% | -0.6% | +4.9% |
| 3M | +10.4% | +12.4% | -2.0% | +7.6% |
| 6M | -9.5% | +16.3% | -25.8% | -12.6% |
| YTD | +6.0% | +25.5% | -19.5% | +0.6% |
| 1Y | +9.3% | +57.8% | -48.5% | -1.0% |
| 3Y | +57.7% | -17.3% | +75.0% | +59.1% |
| 5Y | +77.7% | -33.8% | +111.5% | +82.7% |
| 10Y | +281.2% | -29.6% | +310.8% | +241.1% |
| All | +6,781.2% | +575.1% | +6,206.1% | +2,689.8% |
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