+219.9%
CTVA vs BIIB
-8.3%
+228.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -5.8% | -5.4% | -0.4% | -5.0% |
| 30D | +11.1% | +1.7% | +9.3% | +10.8% |
| 3M | +13.2% | +5.8% | +7.4% | +12.2% |
| 6M | +8.7% | +11.9% | -3.2% | +6.6% |
| YTD | +27.3% | +19.7% | +7.5% | +23.3% |
| 1Y | +18.0% | +46.7% | -28.8% | +10.6% |
| 3Y | +76.5% | -18.6% | +95.1% | +78.9% |
| 5Y | +105.1% | -29.8% | +134.9% | +109.5% |
| All | +219.9% | -8.3% | +228.2% | +193.9% |
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