+237.4%
CPB vs BIIB
+8,346.7%
-8,109.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | +16.9% | +10.5% | +6.5% | +16.3% |
| 3M | -0.6% | +24.3% | -24.8% | -1.7% |
| 6M | +11.4% | +28.0% | -16.6% | +9.8% |
| YTD | -14.8% | +44.0% | -58.8% | -16.7% |
| 1Y | -24.8% | +58.8% | -83.6% | -26.8% |
| 3Y | -36.6% | +12.7% | -49.3% | -37.4% |
| 5Y | -33.3% | -4.9% | -28.4% | -34.0% |
| 10Y | -40.4% | -20.6% | -19.8% | -41.9% |
| All | +237.4% | +8,346.7% | -8,109.2% | +152.7% |
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 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