+21.3%
CNH vs BIIB
+50.7%
-29.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.3% |
| 7D | -2.5% | -4.0% | +1.6% | -1.8% |
| 30D | +27.0% | +5.7% | +21.3% | +25.8% |
| 3M | +32.6% | +10.9% | +21.7% | +30.0% |
| 6M | +23.6% | +14.3% | +9.2% | +20.1% |
| YTD | +47.8% | +22.4% | +25.4% | +41.6% |
| 1Y | +21.3% | +51.1% | -29.8% | +15.3% |
| All | +21.3% | +50.7% | -29.4% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling