+9,721.7%
CP vs BIIB
+7,261.0%
+2,460.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -2.7% | +1.1% | -3.7% | -2.8% |
| 30D | +0.2% | +6.9% | -6.7% | -0.4% |
| 3M | +2.6% | +12.4% | -9.8% | +1.4% |
| 6M | +6.0% | +16.3% | -10.3% | +4.3% |
| YTD | +24.9% | +25.5% | -0.5% | +22.0% |
| 1Y | +20.1% | +57.8% | -37.7% | +14.9% |
| 3Y | +16.4% | -17.3% | +33.7% | +17.1% |
| 5Y | +31.7% | -33.8% | +65.5% | +33.7% |
| 10Y | +223.9% | -29.6% | +253.4% | +214.7% |
| All | +9,721.7% | +7,261.0% | +2,460.7% | +6,883.6% |
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