-58.4%
CSGP vs BIIB
-2.2%
-56.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.5% |
| 7D | +13.9% | -2.3% | +16.2% | +14.6% |
| 30D | +16.0% | +9.4% | +6.6% | +13.8% |
| 3M | +6.1% | +18.1% | -12.0% | +2.2% |
| 6M | -8.2% | +29.0% | -37.1% | -13.5% |
| YTD | -52.3% | +38.6% | -90.9% | -56.4% |
| 1Y | -54.5% | +59.0% | -113.5% | -60.4% |
| All | -58.4% | -2.2% | -56.2% | -59.0% |
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