+9,976.3%
CP vs BIIB
+8,346.7%
+1,629.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +9.6% | +10.5% | -0.8% | +8.7% |
| 3M | +2.2% | +24.3% | -22.0% | +0.3% |
| 6M | +11.1% | +28.0% | -16.9% | +8.5% |
| YTD | +28.2% | +44.0% | -15.8% | +23.7% |
| 1Y | +32.2% | +58.8% | -26.7% | +26.4% |
| 3Y | +35.5% | +12.7% | +22.8% | +32.8% |
| 5Y | +26.8% | -4.9% | +31.7% | +24.9% |
| 10Y | +256.9% | -20.6% | +277.5% | +243.3% |
| All | +9,976.3% | +8,346.7% | +1,629.7% | +6,977.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling