-62.8%
CSGP vs BIIB
-18.0%
-44.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -4.1% | +1.1% | -5.1% | -4.3% |
| 30D | +2.3% | +6.9% | -4.6% | +0.7% |
| 3M | -8.2% | +12.4% | -20.6% | -10.9% |
| 6M | -35.1% | +16.3% | -51.3% | -37.7% |
| YTD | -54.0% | +25.5% | -79.5% | -57.3% |
| 1Y | -65.3% | +57.8% | -123.1% | -70.5% |
| All | -62.8% | -18.0% | -44.8% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling