-59.1%
CELH vs BIIB
-16.5%
-42.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -11.2% | -1.7% | -9.6% | -10.9% |
| 30D | -1.4% | +4.0% | -5.4% | -2.2% |
| 3M | -4.2% | +8.6% | -12.8% | -6.1% |
| 6M | -40.5% | +14.0% | -54.5% | -42.6% |
| YTD | -40.5% | +23.4% | -63.9% | -43.8% |
| 1Y | -53.0% | +45.9% | -98.9% | -57.8% |
| 3Y | -59.1% | -16.1% | -42.9% | -58.8% |
| All | -59.1% | -16.5% | -42.5% | -58.8% |
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 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