+105.2%
CTVA vs BIIB
-28.2%
+133.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -4.7% | -4.0% | -0.6% | -4.0% |
| 30D | +11.1% | +5.7% | +5.4% | +10.1% |
| 3M | +13.7% | +10.9% | +2.8% | +11.8% |
| 6M | +11.2% | +14.3% | -3.1% | +8.6% |
| YTD | +26.9% | +22.4% | +4.5% | +22.2% |
| 1Y | +18.8% | +51.1% | -32.2% | +10.1% |
| 3Y | +75.9% | -16.8% | +92.8% | +78.4% |
| 5Y | +105.2% | -28.1% | +133.4% | +120.0% |
| All | +105.2% | -28.2% | +133.4% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling