+153.3%
CMI vs BIIB
-16.5%
+169.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | -12.4% | +4.0% | -16.4% | -13.1% |
| 3M | -14.8% | +8.6% | -23.4% | -16.8% |
| 6M | +0.8% | +14.0% | -13.2% | -3.3% |
| YTD | +10.2% | +23.4% | -13.2% | +3.1% |
| 1Y | +37.4% | +45.9% | -8.5% | +22.4% |
| 3Y | +153.3% | -16.1% | +169.4% | +148.2% |
| All | +153.3% | -16.5% | +169.8% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling