-63.1%
CSGP vs BIIB
-7.5%
-55.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +1.3% | +2.0% | -0.7% | +0.8% |
| 30D | +2.8% | +8.8% | -6.0% | +0.8% |
| 3M | -6.3% | +20.3% | -26.6% | -10.5% |
| 6M | -3.2% | +23.9% | -27.1% | -8.5% |
| YTD | -54.0% | +44.0% | -97.9% | -58.6% |
| 1Y | -54.8% | +53.8% | -108.7% | -60.2% |
| 3Y | -60.6% | +13.8% | -74.4% | -62.9% |
| All | -63.1% | -7.5% | -55.6% | -64.2% |
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