+108.5%
CSCO vs BIIB
-19.0%
+127.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.3% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | -10.1% | +2.2% | -12.3% | -10.3% |
| 3M | -11.7% | +10.3% | -22.1% | -12.8% |
| 6M | +40.1% | +14.9% | +25.2% | +37.0% |
| YTD | +43.8% | +20.7% | +23.0% | +38.9% |
| 1Y | +66.6% | +50.3% | +16.3% | +54.4% |
| 3Y | +108.5% | -18.0% | +126.5% | +106.5% |
| All | +108.5% | -19.0% | +127.5% | +106.5% |
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