+23.3%
CAVA vs BIIB
-28.1%
+51.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -4.9% |
| 7D | -12.4% | -4.0% | -8.4% | -11.8% |
| 30D | -11.2% | +5.7% | -16.9% | -12.1% |
| 3M | -33.8% | +10.9% | -44.7% | -35.0% |
| 6M | -32.5% | +14.3% | -46.9% | -34.5% |
| YTD | -8.0% | +22.4% | -30.4% | -12.3% |
| 1Y | -17.1% | +51.1% | -68.2% | -24.5% |
| 3Y | +37.8% | -16.8% | +54.6% | +50.7% |
| All | +23.3% | -28.1% | +51.5% | +31.1% |
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