+219.3%
CPB vs BIIB
+7,261.0%
-7,041.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.3% |
| 7D | -8.6% | +1.1% | -9.7% | -8.6% |
| 30D | -7.2% | +6.9% | -14.1% | -7.6% |
| 3M | +0.9% | +12.4% | -11.5% | +0.2% |
| 6M | -11.8% | +16.3% | -28.1% | -12.6% |
| YTD | -19.4% | +25.5% | -44.9% | -20.5% |
| 1Y | -30.4% | +57.8% | -88.2% | -32.2% |
| 3Y | -40.2% | -17.3% | -22.8% | -39.9% |
| 5Y | -39.5% | -33.8% | -5.7% | -39.0% |
| 10Y | -47.4% | -29.6% | -17.8% | -48.4% |
| All | +219.3% | +7,261.0% | -7,041.7% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling