+3,265.8%
CVNA vs BIIB
-23.3%
+3,289.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +1.4% |
| 7D | +3.5% | -1.6% | +5.2% | +4.0% |
| 30D | +5.5% | +2.2% | +3.3% | +4.7% |
| 3M | +7.6% | +10.3% | -2.7% | +3.0% |
| 6M | +17.6% | +14.9% | +2.6% | +10.6% |
| YTD | -11.5% | +20.7% | -32.2% | -18.7% |
| 1Y | +0.4% | +50.3% | -50.0% | -15.3% |
| 3Y | +695.6% | -18.0% | +713.5% | +717.8% |
| 5Y | +13.6% | -33.9% | +47.5% | +23.0% |
| All | +3,265.8% | -23.3% | +3,289.1% | +3,269.7% |
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 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