+322.0%
CMG vs BIIB
-26.2%
+348.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | +10.9% | +4.0% | +6.9% | +10.4% |
| 3M | +15.8% | +8.6% | +7.2% | +14.5% |
| 6M | +6.9% | +14.0% | -7.1% | +5.0% |
| YTD | -2.2% | +23.4% | -25.5% | -5.0% |
| 1Y | -7.1% | +45.9% | -53.0% | -11.6% |
| 3Y | -7.1% | -16.1% | +9.0% | -6.8% |
| 5Y | -4.8% | -27.6% | +22.8% | -4.6% |
| All | +322.0% | -26.2% | +348.2% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling