+41.9%
CMI vs BIIB
+55.8%
-13.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | -13.4% | +6.9% | -20.3% | -13.7% |
| 3M | -17.0% | +12.4% | -29.4% | -18.0% |
| 6M | -1.6% | +16.3% | -17.9% | -3.7% |
| YTD | +11.0% | +25.5% | -14.5% | +6.5% |
| 1Y | +41.9% | +57.8% | -15.9% | +33.3% |
| All | +41.9% | +55.8% | -13.8% | +33.3% |
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