+214.5%
CVX vs BIIB
-20.7%
+235.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | +3.4% | +2.0% | +1.4% | +3.2% |
| 30D | -1.0% | +8.8% | -9.8% | -2.0% |
| 3M | +12.2% | +20.3% | -8.1% | +9.7% |
| 6M | +20.3% | +23.9% | -3.5% | +16.9% |
| YTD | +48.3% | +44.0% | +4.3% | +41.0% |
| 1Y | +46.9% | +53.8% | -6.9% | +38.5% |
| 3Y | +73.1% | +13.8% | +59.3% | +67.1% |
| 5Y | +135.2% | -6.3% | +141.5% | +129.6% |
| All | +214.5% | -20.7% | +235.3% | +193.6% |
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