-27.1%
CPRT vs BIIB
-19.0%
-8.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +9.9% | +2.2% | +7.7% | +9.6% |
| 3M | +5.6% | +10.3% | -4.7% | +4.2% |
| 6M | -13.6% | +14.9% | -28.6% | -15.3% |
| YTD | -16.7% | +20.7% | -37.5% | -19.2% |
| 1Y | -33.1% | +50.3% | -83.5% | -37.4% |
| 3Y | -27.1% | -18.0% | -9.1% | -23.2% |
| All | -27.1% | -19.0% | -8.1% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling