+53.1%
CNP vs BIIB
-19.0%
+72.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.5% |
| 7D | +1.6% | -1.6% | +3.3% | +1.8% |
| 30D | -0.8% | +2.2% | -3.0% | -1.0% |
| 3M | -3.6% | +10.3% | -13.9% | -4.5% |
| 6M | -6.9% | +14.9% | -21.9% | -8.4% |
| YTD | +6.4% | +20.7% | -14.3% | +3.9% |
| 1Y | +9.9% | +50.3% | -40.4% | +3.9% |
| 3Y | +53.1% | -18.0% | +71.0% | +67.7% |
| All | +53.1% | -19.0% | +72.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling