+12.4%
AA vs BIIB
-34.6%
+46.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.7% |
| 7D | -0.6% | -5.4% | +4.7% | +0.9% |
| 30D | -1.6% | +1.7% | -3.3% | -2.2% |
| 3M | -29.8% | +5.8% | -35.6% | -31.3% |
| 6M | -16.6% | +11.9% | -28.6% | -20.1% |
| YTD | -4.0% | +19.7% | -23.8% | -10.6% |
| 1Y | +63.5% | +46.7% | +16.8% | +42.3% |
| 3Y | +86.8% | -18.6% | +105.4% | +89.7% |
| 5Y | +12.4% | -29.8% | +42.2% | +12.1% |
| All | +12.4% | -34.6% | +46.9% | +12.1% |
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