+65.1%
CSGP vs BIIB
-21.3%
+86.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | +2.2% | +12.2% | -10.0% | +0.5% |
| 3M | -3.7% | +22.3% | -25.9% | -6.6% |
| 6M | -7.4% | +30.9% | -38.4% | -11.5% |
| YTD | -54.9% | +43.9% | -98.8% | -57.7% |
| 1Y | -54.9% | +62.1% | -117.0% | -58.6% |
| 3Y | -61.9% | +12.7% | -74.6% | -63.3% |
| 5Y | -63.1% | -5.1% | -58.0% | -64.1% |
| 10Y | +65.1% | -21.9% | +87.1% | +57.9% |
| All | +65.1% | -21.3% | +86.5% | +57.9% |
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