+476.0%
A vs BIIB
+934.4%
-458.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | +6.9% | +6.9% | 0.0% | +5.0% |
| 3M | +9.2% | +12.4% | -3.2% | +5.4% |
| 6M | +25.7% | +16.3% | +9.4% | +19.6% |
| YTD | +11.5% | +25.5% | -13.9% | +3.7% |
| 1Y | +18.4% | +57.8% | -39.4% | +3.4% |
| 3Y | +26.6% | -17.3% | +44.0% | +29.9% |
| 5Y | -12.8% | -33.8% | +21.0% | -7.7% |
| 10Y | +247.2% | -29.6% | +276.8% | +215.7% |
| All | +476.0% | +934.4% | -458.4% | +107.4% |
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