-14.1%
A vs BIIB
-34.0%
+19.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -1.5% |
| 7D | -2.1% | -1.6% | -0.4% | -1.6% |
| 30D | +0.6% | +2.2% | -1.6% | -0.1% |
| 3M | +10.9% | +10.3% | +0.6% | +7.0% |
| 6M | +28.2% | +14.9% | +13.2% | +21.5% |
| YTD | +8.6% | +20.7% | -12.2% | +0.9% |
| 1Y | +15.5% | +50.3% | -34.8% | -0.1% |
| 3Y | +31.8% | -18.0% | +49.8% | +31.0% |
| All | -14.1% | -34.0% | +19.9% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling