+24,177.0%
CMI vs BIIB
+6,924.3%
+17,252.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.7% | -5.4% | +6.1% | +1.3% |
| 30D | -12.3% | +1.7% | -14.0% | -12.5% |
| 3M | -16.8% | +5.8% | -22.6% | -17.6% |
| 6M | +1.5% | +11.9% | -10.4% | -0.4% |
| YTD | +9.8% | +19.7% | -9.9% | +6.8% |
| 1Y | +42.6% | +46.7% | -4.2% | +35.3% |
| 3Y | +151.0% | -18.6% | +169.6% | +153.6% |
| 5Y | +167.0% | -29.8% | +196.8% | +170.9% |
| 10Y | +512.2% | -28.8% | +541.0% | +487.2% |
| All | +24,177.0% | +6,924.3% | +17,252.7% | +14,966.9% |
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