+1,278.0%
AAPL vs BIIB
-26.2%
+1,304.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +3.8% | -1.7% | +5.5% | +4.2% |
| 30D | +9.9% | +4.0% | +6.0% | +9.1% |
| 3M | +12.5% | +8.6% | +3.9% | +10.6% |
| 6M | +27.6% | +14.0% | +13.6% | +24.0% |
| YTD | +22.6% | +23.4% | -0.8% | +17.0% |
| 1Y | +45.0% | +45.9% | -0.9% | +33.8% |
| 3Y | +87.8% | -16.1% | +103.9% | +88.8% |
| 5Y | +128.7% | -27.6% | +156.2% | +132.4% |
| All | +1,278.0% | -26.2% | +1,304.2% | +1,198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling