+237.3%
CP vs BIIB
-30.2%
+267.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | +2.4% | -1.6% | +4.1% | +2.6% |
| 30D | -0.5% | +2.2% | -2.7% | -0.8% |
| 3M | +1.4% | +10.3% | -8.9% | +0.1% |
| 6M | +10.3% | +14.9% | -4.6% | +8.1% |
| YTD | +24.3% | +20.7% | +3.6% | +20.9% |
| 1Y | +20.4% | +50.3% | -29.9% | +14.1% |
| 3Y | +21.8% | -18.0% | +39.7% | +22.2% |
| 5Y | +31.5% | -33.9% | +65.4% | +33.0% |
| All | +237.3% | -30.2% | +267.5% | +221.2% |
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