+7.3%
ACGL vs BIIB
+49.3%
-42.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | -2.1% | -5.4% | +3.2% | -1.7% |
| 30D | -2.2% | +1.7% | -3.9% | -2.3% |
| 3M | +6.3% | +5.8% | +0.5% | +5.9% |
| 6M | +0.5% | +11.9% | -11.4% | -0.2% |
| YTD | +0.2% | +19.7% | -19.5% | -0.8% |
| 1Y | +7.3% | +46.7% | -39.5% | +4.9% |
| All | +7.3% | +49.3% | -42.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling