+310.0%
AA vs BIIB
+7,261.0%
-6,951.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +5.0% | +6.9% | -1.9% | +4.1% |
| 3M | -35.8% | +12.4% | -48.2% | -36.8% |
| 6M | -18.4% | +16.3% | -34.7% | -20.1% |
| YTD | -5.5% | +25.5% | -31.0% | -8.4% |
| 1Y | +61.0% | +57.8% | +3.2% | +51.7% |
| 3Y | +66.2% | -17.3% | +83.6% | +68.3% |
| 5Y | +11.4% | -33.8% | +45.2% | +14.4% |
| 10Y | +116.9% | -29.6% | +146.5% | +110.7% |
| All | +310.0% | +7,261.0% | -6,951.0% | +180.9% |
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