+154.0%
CNH vs BIIB
-26.2%
+180.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -5.7% | -1.7% | -4.0% | -5.4% |
| 30D | +26.6% | +4.0% | +22.6% | +25.7% |
| 3M | +31.1% | +8.6% | +22.5% | +28.9% |
| 6M | +24.9% | +14.0% | +10.9% | +21.6% |
| YTD | +48.7% | +23.4% | +25.3% | +42.6% |
| 1Y | +22.2% | +45.9% | -23.7% | +13.7% |
| 3Y | +7.4% | -16.1% | +23.6% | +7.9% |
| 5Y | +10.8% | -27.6% | +38.4% | +11.9% |
| All | +154.0% | -26.2% | +180.1% | +140.0% |
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