-11.3%
CTSH vs BIIB
-19.0%
+7.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | -0.1% | -3.0% |
| 7D | -5.5% | -1.6% | -3.8% | -5.1% |
| 30D | +4.5% | +2.2% | +2.3% | +4.1% |
| 3M | +13.7% | +10.3% | +3.4% | +11.4% |
| 6M | -8.4% | +14.9% | -23.3% | -11.3% |
| YTD | -26.5% | +20.7% | -47.2% | -30.0% |
| 1Y | -13.9% | +50.3% | -64.3% | -22.2% |
| 3Y | -11.3% | -18.0% | +6.6% | -13.3% |
| All | -11.3% | -19.0% | +7.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling