+83.0%
AA vs BIIB
-19.0%
+102.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -0.6% | -5.4% | +4.7% | +1.1% |
| 30D | -1.6% | +1.7% | -3.3% | -2.3% |
| 3M | -29.8% | +5.8% | -35.6% | -31.6% |
| 6M | -16.6% | +11.9% | -28.6% | -20.7% |
| YTD | -4.0% | +19.7% | -23.8% | -12.2% |
| 1Y | +63.5% | +46.7% | +16.8% | +35.6% |
| All | +83.0% | -19.0% | +102.0% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling