-10.0%
ABT vs BIIB
-29.7%
+19.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -4.7% | -5.4% | +0.6% | -3.9% |
| 30D | -3.1% | +1.7% | -4.9% | -3.4% |
| 3M | +16.1% | +5.8% | +10.3% | +14.8% |
| 6M | -5.3% | +11.9% | -17.3% | -7.5% |
| YTD | -14.4% | +19.7% | -34.2% | -17.6% |
| 1Y | -18.4% | +46.7% | -65.2% | -24.3% |
| 3Y | +11.2% | -18.6% | +29.8% | +12.6% |
| All | -10.0% | -29.7% | +19.8% | -6.2% |
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 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