+66.8%
AA vs BIIB
+13.5%
+53.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.1% |
| 7D | +0.5% | +2.0% | -1.5% | 0.0% |
| 30D | -0.6% | +8.8% | -9.4% | -3.1% |
| 3M | -19.7% | +20.3% | -39.9% | -24.2% |
| 6M | -41.6% | +23.9% | -65.5% | -45.7% |
| YTD | -24.6% | +44.0% | -68.6% | -34.5% |
| 1Y | +4.9% | +53.8% | -49.0% | -11.6% |
| 3Y | +66.8% | +13.8% | +53.0% | +54.6% |
| All | +66.8% | +13.5% | +53.3% | +54.6% |
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 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