-8.4%
CVE vs BIIB
+30.2%
-38.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -3.3% |
| 7D | -14.1% | -2.3% | -11.8% | -14.2% |
| 30D | -11.6% | +9.4% | -21.1% | -10.5% |
| 3M | 0.0% | +18.1% | -18.0% | +1.8% |
| 6M | -8.4% | +29.0% | -37.4% | -5.0% |
| All | -8.4% | +30.2% | -38.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling