+98.8%
CVE vs BIIB
+55.8%
+43.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +2.5% | +1.1% | +1.4% | +2.5% |
| 30D | +16.7% | +6.9% | +9.9% | +16.8% |
| 3M | +9.3% | +12.4% | -3.1% | +9.6% |
| 6M | +43.6% | +16.3% | +27.3% | +43.9% |
| YTD | +93.6% | +25.5% | +68.1% | +92.7% |
| 1Y | +98.8% | +57.8% | +41.0% | +101.9% |
| All | +98.8% | +55.8% | +43.0% | +101.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling