-69.9%
CPNG vs BIIB
-19.2%
-50.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.6% | -2.3% |
| 7D | -6.3% | -1.6% | -4.6% | -5.9% |
| 30D | -8.7% | +2.2% | -10.9% | -9.2% |
| 3M | -2.4% | +10.3% | -12.8% | -5.1% |
| 6M | -22.3% | +14.9% | -37.3% | -25.6% |
| YTD | -37.2% | +20.7% | -58.0% | -40.8% |
| 1Y | -53.0% | +50.3% | -103.3% | -58.2% |
| 3Y | -20.0% | -18.0% | -2.1% | -18.0% |
| 5Y | -52.8% | -33.9% | -18.8% | -54.7% |
| All | -69.9% | -19.2% | -50.7% | -70.3% |
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