-56.4%
CSGP vs BIIB
+56.5%
-112.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -6.1% | +2.7% | -8.8% | -6.5% |
| 30D | +0.3% | +9.4% | -9.1% | -0.4% |
| 3M | -1.3% | +19.9% | -21.2% | -2.7% |
| 6M | -8.9% | +25.6% | -34.6% | -9.9% |
| YTD | -55.2% | +42.3% | -97.6% | -55.9% |
| 1Y | -56.4% | +55.1% | -111.5% | -58.1% |
| All | -56.4% | +56.5% | -112.9% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling