+15.9%
ABNB vs BIIB
-12.9%
+28.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -9.5% | -4.0% | -5.5% | -8.8% |
| 30D | -9.4% | +5.7% | -15.0% | -10.3% |
| 3M | +29.9% | +10.9% | +19.0% | +26.9% |
| 6M | +26.6% | +14.3% | +12.2% | +22.7% |
| YTD | +23.5% | +22.4% | +1.1% | +17.8% |
| 1Y | +35.8% | +51.1% | -15.2% | +23.9% |
| 3Y | +15.0% | -16.8% | +31.8% | +15.3% |
| 5Y | +1.5% | -28.1% | +29.6% | -2.3% |
| All | +15.9% | -12.9% | +28.8% | +12.0% |
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