+3,994.3%
CMG vs BIIB
+374.2%
+3,620.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -6.5% | -5.4% | -1.1% | -5.5% |
| 30D | +12.1% | +1.7% | +10.4% | +11.7% |
| 3M | +20.6% | +5.8% | +14.7% | +18.9% |
| 6M | +2.1% | +11.9% | -9.9% | -0.7% |
| YTD | -2.6% | +19.7% | -22.4% | -6.8% |
| 1Y | -8.7% | +46.7% | -55.4% | -16.2% |
| 3Y | -7.4% | -18.6% | +11.3% | -6.1% |
| 5Y | -5.7% | -29.8% | +24.1% | -3.4% |
| 10Y | +322.3% | -28.8% | +351.2% | +280.4% |
| All | +3,994.3% | +374.2% | +3,620.1% | +1,370.0% |
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