+1,033.5%
CMS vs BIIB
+8,178.3%
-7,144.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.2% |
| 7D | -1.3% | -2.1% | +0.8% | -1.2% |
| 30D | +6.3% | +11.8% | -5.5% | +5.6% |
| 3M | -2.1% | +20.4% | -22.4% | -3.2% |
| 6M | -5.1% | +30.2% | -35.3% | -6.8% |
| YTD | +1.3% | +41.1% | -39.9% | -1.2% |
| 1Y | -1.4% | +58.4% | -59.8% | -4.5% |
| 3Y | +36.9% | -0.1% | +37.0% | +35.9% |
| 5Y | +32.5% | -10.9% | +43.4% | +31.5% |
| 10Y | +126.8% | -10.3% | +137.1% | +118.3% |
| All | +1,033.5% | +8,178.3% | -7,144.8% | +774.8% |
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