+244.4%
CPB vs BIIB
+8,346.7%
-8,102.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.1% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | +19.2% | +8.8% | +10.4% | +18.7% |
| 3M | -0.9% | +20.3% | -21.2% | -1.9% |
| 6M | +15.2% | +23.9% | -8.7% | +13.8% |
| YTD | -13.1% | +44.0% | -57.1% | -14.9% |
| 1Y | -22.4% | +53.8% | -76.3% | -24.4% |
| 3Y | -35.3% | +13.8% | -49.1% | -36.1% |
| 5Y | -33.0% | -6.3% | -26.7% | -33.6% |
| 10Y | -39.2% | -20.6% | -18.5% | -40.7% |
| All | +244.4% | +8,346.7% | -8,102.3% | +157.9% |
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