+4,097.3%
ABT vs BIIB
+7,261.0%
-3,163.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -3.7% | +1.1% | -4.7% | -3.8% |
| 30D | +2.5% | +6.9% | -4.4% | +1.9% |
| 3M | +20.2% | +12.4% | +7.8% | +18.8% |
| 6M | -2.9% | +16.3% | -19.2% | -4.4% |
| YTD | -11.9% | +25.5% | -37.4% | -14.0% |
| 1Y | -16.5% | +57.8% | -74.4% | -20.2% |
| 3Y | +12.1% | -17.3% | +29.5% | +12.9% |
| 5Y | -7.4% | -33.8% | +26.4% | -5.9% |
| 10Y | +210.7% | -29.6% | +240.3% | +204.4% |
| All | +4,097.3% | +7,261.0% | -3,163.7% | +2,927.1% |
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 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