-41.4%
CPB vs BIIB
-19.0%
-22.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -8.0% | -5.4% | -2.6% | -6.8% |
| 30D | -2.4% | +1.7% | -4.1% | -2.9% |
| 3M | +0.5% | +5.8% | -5.3% | -1.3% |
| 6M | -10.5% | +11.9% | -22.4% | -13.6% |
| YTD | -17.5% | +19.7% | -37.3% | -22.3% |
| 1Y | -31.0% | +46.7% | -77.8% | -39.2% |
| All | -41.4% | -19.0% | -22.4% | -41.7% |
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