+107.3%
CELH vs BIIB
+307.6%
-200.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -11.7% | -5.4% | -6.3% | -10.8% |
| 30D | +1.6% | +1.7% | -0.2% | +1.3% |
| 3M | -2.0% | +5.8% | -7.8% | -3.1% |
| 6M | -36.2% | +11.9% | -48.1% | -37.7% |
| YTD | -39.6% | +19.7% | -59.3% | -41.7% |
| 1Y | -50.7% | +46.7% | -97.4% | -54.2% |
| 3Y | -58.9% | -18.6% | -40.2% | -58.3% |
| 5Y | -5.4% | -29.8% | +24.4% | -3.1% |
| 10Y | +3,848.6% | -28.8% | +3,877.4% | +3,797.5% |
| All | +107.3% | +307.6% | -200.3% | +134.5% |
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