+114.8%
CSCO vs BIIB
-34.6%
+149.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | 0.0% | -5.4% | +5.3% | +0.7% |
| 30D | -10.7% | +1.7% | -12.5% | -11.0% |
| 3M | -8.7% | +5.8% | -14.6% | -9.8% |
| 6M | +44.9% | +11.9% | +33.0% | +41.3% |
| YTD | +44.1% | +19.7% | +24.4% | +38.4% |
| 1Y | +65.9% | +46.7% | +19.1% | +53.1% |
| 3Y | +109.0% | -18.6% | +127.6% | +111.6% |
| 5Y | +114.8% | -29.8% | +144.6% | +124.0% |
| All | +114.8% | -34.6% | +149.3% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling