+320.2%
CVE vs BIIB
-33.3%
+353.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +16.7% | +6.9% | +9.9% | +15.5% |
| 3M | +9.3% | +12.4% | -3.1% | +7.0% |
| 6M | +43.6% | +16.3% | +27.3% | +39.5% |
| YTD | +93.6% | +25.5% | +68.1% | +85.1% |
| 1Y | +98.8% | +57.8% | +41.0% | +82.0% |
| 3Y | +73.6% | -17.3% | +90.9% | +71.3% |
| All | +320.2% | -33.3% | +353.5% | +356.7% |
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