+6,946.5%
CSX vs BIIB
+8,178.3%
-1,231.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.5% |
| 7D | -5.5% | -2.1% | -3.4% | -5.3% |
| 30D | +4.9% | +11.8% | -6.9% | +3.8% |
| 3M | -2.9% | +20.4% | -23.2% | -4.7% |
| 6M | +8.3% | +30.2% | -21.9% | +5.3% |
| YTD | +36.7% | +41.1% | -4.4% | +31.5% |
| 1Y | +41.5% | +58.4% | -16.9% | +34.5% |
| 3Y | +68.6% | -0.1% | +68.7% | +66.6% |
| 5Y | +48.4% | -10.9% | +59.3% | +46.9% |
| 10Y | +446.6% | -10.3% | +456.9% | +418.9% |
| All | +6,946.5% | +8,178.3% | -1,231.8% | +4,692.6% |
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