-11.8%
CPB vs BIIB
+19.3%
-31.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.2% |
| 7D | -8.6% | +1.1% | -9.7% | -8.7% |
| 30D | -7.2% | +6.9% | -14.1% | -7.8% |
| 3M | +0.9% | +12.4% | -11.5% | +0.2% |
| 6M | -11.8% | +16.3% | -28.1% | -12.0% |
| All | -11.8% | +19.3% | -31.1% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling