+65.2%
CSGP vs BIIB
-14.6%
+79.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -5.0% |
| 7D | +1.3% | -2.1% | +3.3% | +1.6% |
| 30D | +10.7% | +11.8% | -1.1% | +8.8% |
| 3M | +3.3% | +20.4% | -17.1% | +0.3% |
| 6M | -10.3% | +30.2% | -40.6% | -14.2% |
| YTD | -54.6% | +41.1% | -95.7% | -57.3% |
| 1Y | -54.6% | +58.4% | -113.1% | -58.2% |
| 3Y | -60.3% | -0.1% | -60.2% | -61.2% |
| 5Y | -63.3% | -10.9% | -52.4% | -64.0% |
| All | +65.2% | -14.6% | +79.8% | +57.5% |
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 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