+250.7%
CP vs BIIB
-21.3%
+272.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | +11.0% | +12.2% | -1.2% | +9.6% |
| 3M | +3.8% | +22.3% | -18.4% | +1.4% |
| 6M | +9.5% | +30.9% | -21.4% | +5.8% |
| YTD | +28.2% | +43.9% | -15.7% | +22.2% |
| 1Y | +33.0% | +62.1% | -29.1% | +24.9% |
| 3Y | +35.5% | +12.7% | +22.9% | +31.4% |
| 5Y | +25.8% | -5.1% | +30.9% | +22.7% |
| 10Y | +250.7% | -21.9% | +272.7% | +225.0% |
| All | +250.7% | -21.3% | +272.1% | +225.0% |
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 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