+136.4%
CNP vs BIIB
-28.4%
+164.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +0.7% | -5.4% | +6.0% | +1.2% |
| 30D | -0.1% | +1.7% | -1.8% | -0.3% |
| 3M | -5.6% | +5.8% | -11.5% | -6.4% |
| 6M | -7.5% | +11.9% | -19.4% | -8.9% |
| YTD | +5.5% | +19.7% | -14.2% | +2.9% |
| 1Y | +8.3% | +46.7% | -38.4% | +3.0% |
| 3Y | +51.8% | -18.6% | +70.4% | +53.4% |
| 5Y | +69.9% | -29.8% | +99.7% | +72.7% |
| All | +136.4% | -28.4% | +164.7% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling