+3,015.3%
CVNA vs BIIB
-21.6%
+3,036.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -7.3% | -1.7% | -5.6% | -6.8% |
| 30D | -4.6% | +4.0% | -8.5% | -5.9% |
| 3M | +2.0% | +8.6% | -6.6% | -1.8% |
| 6M | +11.7% | +14.0% | -2.3% | +5.4% |
| YTD | -18.1% | +23.4% | -41.4% | -25.3% |
| 1Y | -2.4% | +45.9% | -48.3% | -16.7% |
| 3Y | +580.6% | -16.1% | +596.7% | +594.3% |
| 5Y | +4.9% | -27.6% | +32.4% | +10.6% |
| All | +3,015.3% | -21.6% | +3,036.9% | +2,995.5% |
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