-49.5%
CELH vs BIIB
+55.8%
-105.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | -7.0% | +1.1% | -8.1% | -7.1% |
| 30D | +5.2% | +6.9% | -1.7% | +4.6% |
| 3M | +10.5% | +12.4% | -1.9% | +9.2% |
| 6M | -32.7% | +16.3% | -49.0% | -33.8% |
| YTD | -33.0% | +25.5% | -58.4% | -34.0% |
| 1Y | -49.5% | +57.8% | -107.3% | -51.6% |
| All | -49.5% | +55.8% | -105.3% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling