-3.1%
CMG vs BIIB
-28.1%
+25.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | +10.9% | +4.0% | +6.9% | +10.1% |
| 3M | +15.8% | +8.6% | +7.2% | +13.8% |
| 6M | +6.9% | +14.0% | -7.1% | +3.8% |
| YTD | -2.2% | +23.4% | -25.5% | -6.7% |
| 1Y | -7.1% | +45.9% | -53.0% | -14.4% |
| 3Y | -7.1% | -16.1% | +9.0% | -5.6% |
| All | -3.1% | -28.1% | +25.0% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling