+44.1%
CSGP vs BIIB
-28.9%
+73.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -4.1% | +1.1% | -5.1% | -4.2% |
| 30D | +2.3% | +6.9% | -4.6% | +1.2% |
| 3M | -8.2% | +12.4% | -20.6% | -10.0% |
| 6M | -35.1% | +16.3% | -51.3% | -36.8% |
| YTD | -54.0% | +25.5% | -79.5% | -56.0% |
| 1Y | -65.3% | +57.8% | -123.1% | -68.1% |
| 3Y | -62.6% | -17.3% | -45.2% | -62.2% |
| 5Y | -64.8% | -33.8% | -31.0% | -64.1% |
| All | +44.1% | -28.9% | +73.0% | +46.3% |
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