+39.6%
CNH vs BIIB
+3.5%
+36.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | +6.4% | +2.7% | +3.7% | +6.0% |
| 30D | -1.6% | +9.4% | -11.1% | -3.1% |
| 3M | +11.6% | +19.9% | -8.4% | +8.1% |
| 6M | +12.5% | +25.6% | -13.1% | +7.8% |
| YTD | +31.1% | +42.3% | -11.2% | +22.6% |
| 1Y | +17.0% | +55.1% | -38.1% | +7.8% |
| 3Y | +28.7% | +11.4% | +17.3% | +23.8% |
| 5Y | -17.4% | -7.4% | -10.0% | -19.4% |
| 10Y | +105.0% | -21.5% | +126.5% | +89.8% |
| All | +39.6% | +3.5% | +36.1% | +22.3% |
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 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