-10.0%
CRM vs BIIB
+68.6%
-78.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.9% |
| 7D | -6.2% | +4.3% | -10.5% | -6.8% |
| 30D | -1.2% | +13.8% | -15.0% | -3.0% |
| 3M | +19.1% | +22.1% | -3.0% | +15.8% |
| 6M | +23.0% | +35.9% | -12.9% | +18.2% |
| YTD | -13.7% | +44.6% | -58.3% | -18.7% |
| 1Y | -10.0% | +70.4% | -80.4% | -17.7% |
| All | -10.0% | +68.6% | -78.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling