+4,180.1%
CVX vs BIIB
+7,261.0%
-3,080.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.2% |
| 7D | +3.3% | +1.1% | +2.3% | +3.3% |
| 30D | +12.9% | +6.9% | +6.0% | +12.3% |
| 3M | +11.7% | +12.4% | -0.7% | +10.7% |
| 6M | +14.1% | +16.3% | -2.1% | +12.7% |
| YTD | +40.7% | +25.5% | +15.2% | +38.0% |
| 1Y | +37.5% | +57.8% | -20.3% | +32.6% |
| 3Y | +43.9% | -17.3% | +61.3% | +44.5% |
| 5Y | +161.5% | -33.8% | +195.3% | +164.3% |
| 10Y | +215.1% | -29.6% | +244.7% | +208.3% |
| All | +4,180.1% | +7,261.0% | -3,080.9% | +3,368.3% |
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