+8.7%
CNH vs BIIB
-35.6%
+44.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.8% | -1.8% | -4.6% |
| 7D | +8.8% | -1.6% | +10.4% | +9.3% |
| 30D | +24.7% | +2.2% | +22.5% | +23.9% |
| 3M | +27.3% | +10.3% | +17.0% | +23.7% |
| 6M | +23.2% | +14.9% | +8.2% | +18.0% |
| YTD | +48.9% | +20.7% | +28.2% | +40.4% |
| 1Y | +19.4% | +50.3% | -30.9% | +5.8% |
| 3Y | +7.8% | -18.0% | +25.7% | +8.4% |
| 5Y | +8.7% | -33.9% | +42.6% | +17.9% |
| All | +8.7% | -35.6% | +44.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling