+50,046.9%
CSCO vs BIIB
+8,346.7%
+41,700.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.4% |
| 7D | +1.9% | +2.0% | -0.1% | +1.6% |
| 30D | -15.8% | +8.8% | -24.7% | -17.1% |
| 3M | -15.4% | +20.3% | -35.7% | -18.1% |
| 6M | -5.4% | +23.9% | -29.3% | -9.4% |
| YTD | +26.5% | +44.0% | -17.5% | +17.6% |
| 1Y | +25.9% | +53.8% | -27.9% | +15.7% |
| 3Y | +97.5% | +13.8% | +83.7% | +88.8% |
| 5Y | +93.0% | -6.3% | +99.3% | +87.1% |
| 10Y | +308.6% | -20.6% | +329.2% | +277.2% |
| All | +50,046.9% | +8,346.7% | +41,700.2% | +18,906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling