+7,417.0%
CSX vs BIIB
+8,249.3%
-832.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | +3.1% | +2.7% | +0.4% | +2.8% |
| 30D | +9.7% | +9.4% | +0.3% | +8.7% |
| 3M | +4.9% | +19.9% | -15.0% | +3.0% |
| 6M | +18.4% | +25.6% | -7.3% | +15.4% |
| YTD | +45.9% | +42.3% | +3.5% | +40.2% |
| 1Y | +50.0% | +55.1% | -5.1% | +42.8% |
| 3Y | +78.0% | +11.4% | +66.6% | +74.1% |
| 5Y | +59.2% | -7.4% | +66.5% | +56.9% |
| 10Y | +421.4% | -21.5% | +442.9% | +400.9% |
| All | +7,417.0% | +8,249.3% | -832.3% | +5,008.3% |
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