+10.9%
CMG vs BIIB
+68.6%
-57.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +5.6% |
| 7D | +22.5% | +4.3% | +18.3% | +22.0% |
| 30D | +14.1% | +13.8% | +0.3% | +12.6% |
| 3M | +4.1% | +22.1% | -18.0% | +1.7% |
| 6M | +10.1% | +35.9% | -25.9% | +5.8% |
| YTD | -4.9% | +44.6% | -49.5% | -10.6% |
| 1Y | +10.9% | +70.4% | -59.5% | -6.8% |
| All | +10.9% | +68.6% | -57.7% | -6.8% |
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 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