+132.5%
CNP vs BIIB
-26.8%
+159.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -1.9% |
| 7D | -2.2% | -4.0% | +1.9% | -1.7% |
| 30D | -2.1% | +5.7% | -7.7% | -2.7% |
| 3M | -7.9% | +10.9% | -18.8% | -9.1% |
| 6M | -8.3% | +14.3% | -22.7% | -10.0% |
| YTD | +3.8% | +22.4% | -18.6% | +0.9% |
| 1Y | +5.9% | +51.1% | -45.2% | +0.4% |
| 3Y | +49.3% | -16.8% | +66.1% | +50.6% |
| 5Y | +69.3% | -28.1% | +97.4% | +71.6% |
| All | +132.5% | -26.8% | +159.3% | +127.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling