+67.8%
CSX vs BIIB
-33.3%
+101.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | +1.1% | -4.4% | -3.6% |
| 30D | -3.1% | +6.9% | -10.0% | -4.2% |
| 3M | +7.2% | +12.4% | -5.2% | +4.8% |
| 6M | +16.2% | +16.3% | -0.1% | +12.6% |
| YTD | +37.5% | +25.5% | +12.1% | +31.1% |
| 1Y | +53.2% | +57.8% | -4.6% | +39.7% |
| 3Y | +68.2% | -17.3% | +85.6% | +67.9% |
| All | +67.8% | -33.3% | +101.1% | +73.4% |
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