+136.2%
CMS vs BIIB
-21.7%
+157.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -1.3% | +2.7% | -4.0% | -1.5% |
| 30D | +5.3% | +9.4% | -4.2% | +4.5% |
| 3M | -0.3% | +19.9% | -20.3% | -1.8% |
| 6M | -4.0% | +25.6% | -29.7% | -5.9% |
| YTD | +2.1% | +42.3% | -40.2% | -1.1% |
| 1Y | -4.7% | +55.1% | -59.8% | -8.4% |
| 3Y | +36.8% | +11.4% | +25.4% | +34.3% |
| 5Y | +34.9% | -7.4% | +42.2% | +33.2% |
| All | +136.2% | -21.7% | +157.9% | +144.1% |
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