+219.2%
CVX vs BIIB
-26.2%
+245.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -1.7% | +4.3% | +2.8% |
| 30D | +9.8% | +4.0% | +5.9% | +9.3% |
| 3M | +16.2% | +8.6% | +7.6% | +14.8% |
| 6M | +13.6% | +14.0% | -0.4% | +11.4% |
| YTD | +44.4% | +23.4% | +21.0% | +39.9% |
| 1Y | +40.6% | +45.9% | -5.3% | +33.2% |
| 3Y | +48.2% | -16.1% | +64.3% | +48.2% |
| 5Y | +172.3% | -27.6% | +199.8% | +173.7% |
| All | +219.2% | -26.2% | +245.4% | +208.0% |
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 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