+62.8%
CVE vs BIIB
+427.6%
-364.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.0% |
| 7D | -14.1% | -2.3% | -11.8% | -13.7% |
| 30D | -11.6% | +9.4% | -21.1% | -13.2% |
| 3M | 0.0% | +18.1% | -18.0% | -3.2% |
| 6M | -8.4% | +29.0% | -37.4% | -13.1% |
| YTD | +65.9% | +38.6% | +27.3% | +54.5% |
| 1Y | +69.4% | +59.0% | +10.4% | +53.7% |
| 3Y | +55.9% | -2.2% | +58.2% | +52.4% |
| 5Y | +146.2% | -12.5% | +158.6% | +140.4% |
| 10Y | +140.6% | -11.9% | +152.6% | +112.8% |
| All | +62.8% | +427.6% | -364.9% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling