+122.2%
CMS vs BIIB
-30.8%
+153.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.2% | -5.4% | +5.5% | +0.6% |
| 30D | -1.3% | +1.7% | -3.0% | -1.5% |
| 3M | -5.4% | +5.8% | -11.2% | -5.9% |
| 6M | -10.3% | +11.9% | -22.3% | -11.3% |
| YTD | -0.2% | +19.7% | -20.0% | -2.0% |
| 1Y | -0.9% | +46.7% | -47.6% | -4.3% |
| 3Y | +34.0% | -18.6% | +52.6% | +34.7% |
| 5Y | +23.6% | -29.8% | +53.3% | +24.6% |
| 10Y | +122.2% | -28.8% | +151.1% | +121.0% |
| All | +122.2% | -30.8% | +153.1% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling