+818.6%
CTAS vs BIIB
-21.7%
+840.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.5% | +2.7% | -2.2% | +0.1% |
| 30D | +10.2% | +9.4% | +0.8% | +8.8% |
| 3M | +12.1% | +19.9% | -7.8% | +9.2% |
| 6M | +38.3% | +25.6% | +12.6% | +33.6% |
| YTD | +21.9% | +42.3% | -20.4% | +15.4% |
| 1Y | +24.0% | +55.1% | -31.1% | +15.9% |
| 3Y | +75.1% | +11.4% | +63.7% | +69.4% |
| 5Y | +116.9% | -7.4% | +124.3% | +112.1% |
| All | +818.6% | -21.7% | +840.2% | +761.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling