+245.6%
CRH vs BIIB
-26.2%
+271.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -6.1% | -1.7% | -4.4% | -5.8% |
| 30D | -9.3% | +4.0% | -13.2% | -9.8% |
| 3M | -15.2% | +8.6% | -23.8% | -16.4% |
| 6M | -14.2% | +14.0% | -28.2% | -16.2% |
| YTD | -28.3% | +23.4% | -51.6% | -30.8% |
| 1Y | -21.8% | +45.9% | -67.7% | -26.5% |
| 3Y | +71.6% | -16.1% | +87.8% | +72.3% |
| 5Y | +96.6% | -27.6% | +124.2% | +97.7% |
| All | +245.6% | -26.2% | +271.8% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling