+629.1%
CRS vs BIIB
-19.0%
+648.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.5% | -5.4% | +4.8% | +0.1% |
| 30D | -18.1% | +1.7% | -19.8% | -18.3% |
| 3M | -12.4% | +5.8% | -18.3% | -13.4% |
| 6M | +15.9% | +11.9% | +4.0% | +13.5% |
| YTD | +45.8% | +19.7% | +26.1% | +41.1% |
| 1Y | +87.8% | +46.7% | +41.0% | +75.7% |
| All | +629.1% | -19.0% | +648.0% | +666.2% |
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