+1,021.7%
CMS vs BIIB
+7,261.0%
-6,239.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -3.6% | +6.9% | -10.5% | -4.0% |
| 3M | -1.9% | +12.4% | -14.3% | -2.7% |
| 6M | -11.0% | +16.3% | -27.2% | -12.0% |
| YTD | +0.2% | +25.5% | -25.3% | -1.5% |
| 1Y | -1.3% | +57.8% | -59.1% | -4.5% |
| 3Y | +35.9% | -17.3% | +53.3% | +36.5% |
| 5Y | +23.1% | -33.8% | +56.9% | +24.4% |
| 10Y | +117.9% | -29.6% | +147.5% | +113.0% |
| All | +1,021.7% | +7,261.0% | -6,239.3% | +772.4% |
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