-46.9%
CPB vs BIIB
-26.8%
-20.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.5% |
| 7D | -5.4% | -4.0% | -1.3% | -5.1% |
| 30D | -7.8% | +5.7% | -13.5% | -8.3% |
| 3M | -6.9% | +10.9% | -17.8% | -7.8% |
| 6M | -12.2% | +14.3% | -26.5% | -13.4% |
| YTD | -21.1% | +22.4% | -43.5% | -22.7% |
| 1Y | -33.5% | +51.1% | -84.6% | -36.0% |
| 3Y | -43.2% | -16.8% | -26.4% | -43.5% |
| 5Y | -40.9% | -28.1% | -12.7% | -41.3% |
| All | -46.9% | -26.8% | -20.1% | -48.3% |
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