+148.6%
CVE vs BIIB
-20.7%
+169.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +5.9% | +2.0% | +3.9% | +5.6% |
| 30D | -10.9% | +8.8% | -19.7% | -12.0% |
| 3M | -4.5% | +20.3% | -24.8% | -7.3% |
| 6M | -1.0% | +23.9% | -24.9% | -4.6% |
| YTD | +74.7% | +44.0% | +30.8% | +63.9% |
| 1Y | +65.8% | +53.8% | +12.0% | +53.9% |
| 3Y | +73.2% | +13.8% | +59.3% | +65.7% |
| 5Y | +155.6% | -6.3% | +161.9% | +147.7% |
| All | +148.6% | -20.7% | +169.3% | +128.0% |
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 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