+238.9%
CRM vs BIIB
-26.2%
+265.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -4.4% | -1.7% | -2.8% | -4.1% |
| 30D | +28.1% | +4.0% | +24.2% | +27.3% |
| 3M | +48.8% | +8.6% | +40.2% | +46.6% |
| 6M | +28.3% | +14.0% | +14.3% | +24.8% |
| YTD | -6.0% | +23.4% | -29.4% | -10.1% |
| 1Y | +1.4% | +45.9% | -44.5% | -6.0% |
| 3Y | +11.8% | -16.1% | +28.0% | +12.8% |
| 5Y | -2.0% | -27.6% | +25.6% | -0.4% |
| All | +238.9% | -26.2% | +265.1% | +223.1% |
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