-36.6%
CPB vs BIIB
+13.5%
-50.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | +16.9% | +10.5% | +6.5% | +14.2% |
| 3M | -0.6% | +24.3% | -24.8% | -5.8% |
| 6M | +11.4% | +28.0% | -16.6% | +4.3% |
| YTD | -14.8% | +44.0% | -58.8% | -23.4% |
| 1Y | -24.8% | +58.8% | -83.6% | -34.5% |
| All | -36.6% | +13.5% | -50.1% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling