+5.6%
CNP vs BIIB
+61.6%
-56.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +5.0% | +10.5% | -5.4% | +5.0% |
| 3M | +2.7% | +24.3% | -21.6% | +2.7% |
| 6M | -1.9% | +28.0% | -29.9% | -1.6% |
| YTD | +8.8% | +44.0% | -35.2% | +9.3% |
| 1Y | +5.6% | +58.8% | -53.2% | +6.1% |
| All | +5.6% | +61.6% | -56.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling