-64.8%
CSGP vs BIIB
-33.3%
-31.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.8% |
| YTD | -54.0% | +25.5% | -79.5% | -57.2% |
| 1Y | -65.3% | +57.8% | -123.1% | -69.9% |
| 3Y | -62.6% | -17.3% | -45.2% | -61.8% |
| All | -64.8% | -33.3% | -31.4% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling