+216.7%
CTVA vs BIIB
-5.5%
+222.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -4.5% | -1.7% | -2.8% | -4.3% |
| 30D | +11.3% | +4.0% | +7.4% | +10.7% |
| 3M | +12.3% | +8.6% | +3.7% | +10.8% |
| 6M | +7.2% | +14.0% | -6.8% | +4.8% |
| YTD | +26.0% | +23.4% | +2.6% | +21.6% |
| 1Y | +16.0% | +45.9% | -29.9% | +8.9% |
| 3Y | +73.9% | -16.1% | +90.0% | +75.5% |
| 5Y | +103.8% | -27.6% | +131.4% | +107.2% |
| All | +216.7% | -5.5% | +222.2% | +189.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling