+68.0%
CNH vs BIIB
-8.7%
+76.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.3% |
| 7D | +23.3% | +1.1% | +22.2% | +23.1% |
| 30D | +33.5% | +6.9% | +26.6% | +31.9% |
| 3M | +32.7% | +12.4% | +20.3% | +29.8% |
| 6M | +22.2% | +16.3% | +5.9% | +18.5% |
| YTD | +57.7% | +25.5% | +32.2% | +50.7% |
| 1Y | +28.0% | +57.8% | -29.8% | +17.4% |
| 3Y | +11.5% | -17.3% | +28.9% | +12.6% |
| 5Y | +11.9% | -33.8% | +45.7% | +14.8% |
| 10Y | +162.8% | -29.6% | +192.4% | +147.6% |
| All | +68.0% | -8.7% | +76.7% | +50.4% |
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