+13,832.8%
CTAS vs BIIB
+7,261.0%
+6,571.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -0.2% | +6.9% | -7.1% | -1.0% |
| 3M | +11.7% | +12.4% | -0.7% | +10.1% |
| 6M | +0.7% | +16.3% | -15.6% | -1.2% |
| YTD | +7.4% | +25.5% | -18.1% | +4.3% |
| 1Y | -2.1% | +57.8% | -59.9% | -7.4% |
| 3Y | +62.9% | -17.3% | +80.3% | +64.2% |
| 5Y | +111.9% | -33.8% | +145.7% | +116.4% |
| 10Y | +652.2% | -29.6% | +681.8% | +627.1% |
| All | +13,832.8% | +7,261.0% | +6,571.8% | +8,905.6% |
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