+3,264.4%
CSGP vs BIIB
+5,478.9%
-2,214.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -4.1% | +1.1% | -5.1% | -4.3% |
| 30D | +2.3% | +6.9% | -4.6% | +1.1% |
| 3M | -8.2% | +12.4% | -20.6% | -10.2% |
| 6M | -35.1% | +16.3% | -51.3% | -37.2% |
| YTD | -54.0% | +25.5% | -79.5% | -56.3% |
| 1Y | -65.3% | +57.8% | -123.1% | -68.5% |
| 3Y | -62.6% | -17.3% | -45.2% | -61.9% |
| 5Y | -64.8% | -33.8% | -31.0% | -63.4% |
| 10Y | +45.1% | -29.6% | +74.7% | +36.1% |
| All | +3,264.4% | +5,478.9% | -2,214.5% | +1,302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling