+68.6%
CSX vs BIIB
-0.5%
+69.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.7% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | +4.9% | +11.8% | -6.9% | +3.0% |
| 3M | -2.9% | +20.4% | -23.2% | -5.8% |
| 6M | +8.3% | +30.2% | -21.9% | +3.2% |
| YTD | +36.7% | +41.1% | -4.4% | +27.4% |
| 1Y | +41.5% | +58.4% | -16.9% | +28.5% |
| 3Y | +68.6% | -0.1% | +68.7% | +58.1% |
| All | +68.6% | -0.5% | +69.1% | +58.1% |
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