-38.4%
CPB vs BIIB
-35.6%
-2.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.5% | +2.4% |
| 7D | -8.2% | -1.6% | -6.6% | -8.0% |
| 30D | -5.6% | +2.2% | -7.8% | -6.0% |
| 3M | +3.0% | +10.3% | -7.4% | +1.2% |
| 6M | -12.7% | +14.9% | -27.7% | -15.0% |
| YTD | -18.0% | +20.7% | -38.7% | -20.9% |
| 1Y | -31.7% | +50.3% | -82.1% | -36.6% |
| 3Y | -41.0% | -18.0% | -23.0% | -42.1% |
| 5Y | -38.4% | -33.9% | -4.5% | -37.1% |
| All | -38.4% | -35.6% | -2.7% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling