-18.7%
CPRT vs BIIB
-7.5%
-11.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | +21.2% | +8.8% | +12.3% | +19.3% |
| 3M | +8.3% | +20.3% | -12.0% | +4.6% |
| 6M | -3.4% | +23.9% | -27.3% | -7.4% |
| YTD | -18.7% | +44.0% | -62.7% | -24.7% |
| 1Y | -23.5% | +53.8% | -77.3% | -30.1% |
| 3Y | -34.2% | +13.8% | -48.0% | -36.8% |
| All | -18.7% | -7.5% | -11.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling