+143.5%
CVE vs BIIB
-20.9%
+164.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -10.8% | +10.5% | -21.3% | -12.2% |
| 3M | -4.3% | +24.3% | -28.6% | -7.5% |
| 6M | -1.5% | +28.0% | -29.5% | -5.5% |
| YTD | +70.7% | +44.0% | +26.7% | +60.2% |
| 1Y | +58.1% | +58.8% | -0.7% | +46.0% |
| 3Y | +69.8% | +12.7% | +57.1% | +62.7% |
| 5Y | +148.9% | -4.9% | +153.9% | +140.8% |
| 10Y | +143.5% | -20.6% | +164.1% | +124.1% |
| All | +143.5% | -20.9% | +164.4% | +124.1% |
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